+34.3%
QXO vs ACWI
+230.9%
-196.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | -8.7% | -1.9% | -6.7% | -7.3% |
| 30D | -21.0% | -1.3% | -19.7% | -20.1% |
| 3M | -18.4% | +5.0% | -23.4% | -20.7% |
| 6M | -43.0% | +11.7% | -54.7% | -46.7% |
| YTD | -36.3% | +13.0% | -49.2% | -40.6% |
| 1Y | -42.8% | +19.2% | -62.0% | -48.3% |
| 3Y | -45.8% | +75.0% | -120.8% | -61.0% |
| 5Y | -70.8% | +67.1% | -137.8% | -78.4% |
| All | +34.3% | +230.9% | -196.6% | -14.0% |
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