+107.8%
META vs QXO
-40.8%
+148.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +6.0% | +2.9% | +3.2% | +6.0% |
| 30D | +3.6% | -18.0% | +21.6% | +3.7% |
| 3M | +4.9% | -14.7% | +19.6% | +4.9% |
| 6M | -4.7% | -39.2% | +34.5% | -4.6% |
| YTD | -6.9% | -31.3% | +24.4% | -6.8% |
| 1Y | -18.2% | -39.7% | +21.5% | -18.1% |
| 3Y | +107.8% | -41.5% | +149.3% | +107.3% |
| All | +107.8% | -40.8% | +148.6% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling