+447.1%
META vs QXO
+19.0%
+428.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | -0.7% |
| 7D | +3.1% | +10.1% | -7.0% | +2.9% |
| 30D | -18.2% | +16.2% | -34.5% | -18.5% |
| 3M | +7.8% | -14.8% | +22.6% | +8.0% |
| 6M | +3.6% | -27.8% | +31.4% | +4.0% |
| YTD | -5.3% | -33.6% | +28.3% | -4.9% |
| 1Y | +2.7% | -31.8% | +34.6% | +3.1% |
| 3Y | +91.5% | -46.8% | +138.3% | +82.2% |
| 5Y | +84.7% | -63.6% | +148.3% | +74.7% |
| All | +447.1% | +19.0% | +428.1% | +390.2% |
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