+1,003.0%
BE vs QXO
-28.0%
+1,031.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.7% |
| 7D | +9.0% | -7.8% | +16.8% | +9.7% |
| 30D | +16.3% | -18.1% | +34.4% | +18.0% |
| 3M | +10.8% | -25.8% | +36.6% | +13.1% |
| 6M | +73.2% | -41.7% | +114.9% | +79.8% |
| YTD | +217.4% | -36.2% | +253.5% | +227.5% |
| 1Y | +309.8% | -42.1% | +351.9% | +325.7% |
| 3Y | +1,726.2% | -46.2% | +1,772.3% | +1,492.2% |
| 5Y | +1,306.2% | -70.7% | +1,376.9% | +1,145.5% |
| All | +1,003.0% | -28.0% | +1,031.0% | +719.1% |
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