+73.1%
BAC vs QXO
-70.1%
+143.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +14.2% | -25.8% | +40.0% | +14.5% |
| 6M | +30.5% | -41.7% | +72.3% | +31.1% |
| YTD | +15.8% | -36.2% | +52.0% | +16.2% |
| 1Y | +26.2% | -42.1% | +68.3% | +26.6% |
| 3Y | +136.5% | -46.2% | +182.7% | +132.4% |
| All | +73.1% | -70.1% | +143.2% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling