+661.1%
BX vs QXO
+34.5%
+626.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -5.6% | -7.8% | +2.2% | -5.4% |
| 30D | -12.2% | -18.1% | +5.9% | -11.8% |
| 3M | +7.4% | -25.8% | +33.2% | +8.0% |
| 6M | +22.2% | -41.7% | +63.9% | +23.4% |
| YTD | -14.0% | -36.2% | +22.2% | -13.3% |
| 1Y | -27.3% | -42.1% | +14.8% | -26.6% |
| 3Y | +24.5% | -46.2% | +70.7% | +18.8% |
| 5Y | +18.9% | -70.7% | +89.6% | +13.0% |
| All | +661.1% | +34.5% | +626.6% | +585.5% |
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