+303.5%
EWY vs QXO
+34.5%
+269.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -7.8% | +7.7% | +0.1% |
| 30D | +7.3% | -18.1% | +25.4% | +7.8% |
| 3M | -5.1% | -25.8% | +20.6% | -4.5% |
| 6M | +42.1% | -41.7% | +83.8% | +43.6% |
| YTD | +94.1% | -36.2% | +130.3% | +95.9% |
| 1Y | +147.8% | -42.1% | +189.9% | +150.4% |
| 3Y | +222.9% | -46.2% | +269.1% | +213.2% |
| 5Y | +150.6% | -70.7% | +221.3% | +143.6% |
| All | +303.5% | +34.5% | +269.0% | +277.0% |
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