+706.7%
ETN vs QXO
+34.5%
+672.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -7.8% | +11.3% | +3.7% |
| 30D | -7.5% | -18.1% | +10.6% | -7.3% |
| 3M | +8.3% | -25.8% | +34.1% | +8.7% |
| 6M | +20.2% | -41.7% | +61.9% | +21.0% |
| YTD | +34.7% | -36.2% | +70.9% | +35.4% |
| 1Y | +19.4% | -42.1% | +61.5% | +20.2% |
| 3Y | +85.5% | -46.2% | +131.7% | +81.7% |
| 5Y | +186.6% | -70.7% | +257.3% | +180.9% |
| All | +706.7% | +34.5% | +672.2% | +697.1% |
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