+392.9%
BAC vs QXO
+34.5%
+358.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -7.8% | +7.8% | +0.1% |
| 30D | -2.8% | -18.1% | +15.3% | -2.5% |
| 3M | +14.2% | -25.8% | +40.0% | +14.7% |
| 6M | +30.5% | -41.7% | +72.3% | +31.5% |
| YTD | +15.8% | -36.2% | +52.0% | +16.4% |
| 1Y | +26.2% | -42.1% | +68.3% | +26.9% |
| 3Y | +136.5% | -46.2% | +182.7% | +126.7% |
| 5Y | +75.9% | -70.7% | +146.7% | +69.1% |
| All | +392.9% | +34.5% | +358.4% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QXO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling