+118.5%
EEM vs QXO
-8.4%
+126.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.3% | -7.8% | +6.5% | -1.2% |
| 30D | +2.1% | -18.1% | +20.2% | +2.2% |
| 3M | +1.0% | -25.8% | +26.8% | +1.2% |
| 6M | +15.9% | -41.7% | +57.6% | +16.3% |
| YTD | +24.6% | -36.2% | +60.8% | +25.0% |
| 1Y | +32.3% | -42.1% | +74.4% | +32.7% |
| 3Y | +85.9% | -46.2% | +132.1% | +83.4% |
| 5Y | +45.4% | -70.7% | +116.1% | +43.5% |
| 10Y | +130.1% | +36.5% | +93.6% | +124.4% |
| All | +118.5% | -8.4% | +126.9% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling