-70.8%
QXO vs BAX
-68.1%
-2.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.6% |
| 7D | -7.8% | -7.9% | +0.1% | -5.7% |
| 30D | -18.1% | -11.7% | -6.4% | -15.3% |
| 3M | -25.8% | +16.2% | -42.0% | -28.6% |
| 6M | -41.7% | +32.0% | -73.7% | -45.8% |
| YTD | -36.2% | +24.7% | -60.9% | -40.1% |
| 1Y | -42.1% | -2.6% | -39.5% | -43.2% |
| 3Y | -46.2% | -35.0% | -11.2% | -44.5% |
| All | -70.8% | -68.1% | -2.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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