+49.5%
EQT vs QXO
+34.3%
+15.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -1.2% | -8.7% | +7.5% | -1.1% |
| 30D | +1.1% | -21.0% | +22.0% | +1.3% |
| 3M | +4.8% | -18.4% | +23.2% | +4.9% |
| 6M | -10.6% | -43.0% | +32.4% | -10.2% |
| YTD | +3.4% | -36.3% | +39.7% | +3.7% |
| 1Y | +8.7% | -42.8% | +51.5% | +9.0% |
| 3Y | +35.0% | -45.8% | +80.7% | +30.6% |
| 5Y | +204.2% | -70.8% | +275.0% | +195.4% |
| All | +49.5% | +34.3% | +15.3% | +37.1% |
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