+89.4%
EWZ vs QXO
+34.5%
+54.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.9% | -7.8% | +8.7% | +1.0% |
| 30D | +12.8% | -18.1% | +30.9% | +13.1% |
| 3M | +10.8% | -25.8% | +36.5% | +11.2% |
| 6M | +2.5% | -41.7% | +44.2% | +3.3% |
| YTD | +21.4% | -36.2% | +57.5% | +22.1% |
| 1Y | +32.8% | -42.1% | +74.9% | +33.7% |
| 3Y | +45.2% | -46.2% | +91.3% | +40.2% |
| 5Y | +63.0% | -70.7% | +133.7% | +58.2% |
| All | +89.4% | +34.5% | +54.9% | +70.8% |
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