+9.6%
QXO vs ACWI
+224.5%
-214.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.4% |
| 7D | +9.0% | +2.4% | +6.5% | +7.2% |
| 30D | +22.0% | -1.7% | +23.6% | +24.2% |
| 3M | -15.4% | -3.9% | -11.5% | -11.9% |
| 6M | -26.0% | +0.8% | -26.8% | -25.2% |
| YTD | -34.7% | +11.0% | -45.7% | -37.8% |
| 1Y | -28.0% | +13.1% | -41.0% | -32.1% |
| 3Y | -47.0% | +73.9% | -120.9% | -61.6% |
| 5Y | -64.2% | +59.0% | -123.2% | -72.5% |
| All | +9.6% | +224.5% | -214.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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