+1,502.1%
QLD vs QXO
+17.1%
+1,485.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.4% |
| 7D | +7.0% | +9.0% | -2.0% | +6.6% |
| 30D | -14.3% | +22.0% | -36.3% | -15.0% |
| 3M | -16.0% | -15.4% | -0.6% | -15.6% |
| 6M | -14.2% | -26.0% | +11.7% | -13.5% |
| YTD | +12.8% | -34.7% | +47.4% | +14.1% |
| 1Y | +14.1% | -28.0% | +42.0% | +15.0% |
| 3Y | +146.0% | -47.0% | +193.0% | +126.4% |
| 5Y | +82.0% | -64.2% | +146.2% | +66.6% |
| All | +1,502.1% | +17.1% | +1,485.1% | +1,260.1% |
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