+91.8%
QLD vs QXO
-61.4%
+153.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.6% |
| 7D | -1.2% | +9.1% | -10.3% | -1.5% |
| 30D | -15.7% | +29.8% | -45.5% | -16.4% |
| 3M | -10.0% | -11.2% | +1.2% | -9.8% |
| 6M | -11.2% | -25.1% | +13.9% | -10.7% |
| YTD | +16.4% | -28.4% | +44.8% | +17.1% |
| 1Y | +12.7% | -27.4% | +40.1% | +13.3% |
| 3Y | +152.3% | -42.6% | +194.9% | +142.2% |
| 5Y | +91.8% | -60.7% | +152.5% | +77.3% |
| All | +91.8% | -61.4% | +153.2% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling