+123.9%
QLD vs QXO
-66.7%
+190.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | +3.0% | +2.9% | +0.1% | +2.9% |
| 30D | -1.8% | -18.0% | +16.2% | -1.3% |
| 3M | -1.8% | -14.7% | +12.9% | -1.4% |
| 6M | +36.9% | -39.2% | +76.1% | +38.5% |
| YTD | +28.7% | -31.3% | +60.0% | +29.8% |
| 1Y | +41.9% | -39.7% | +81.5% | +43.4% |
| 3Y | +184.2% | -41.5% | +225.7% | +169.7% |
| All | +123.9% | -66.7% | +190.6% | +116.5% |
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