-8.6%
QXO vs BAX
+5.1%
-13.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -8.7% | -5.4% | -3.3% | -7.5% |
| 30D | -21.0% | -12.4% | -8.6% | -18.4% |
| 3M | -18.4% | +19.1% | -37.5% | -21.6% |
| 6M | -43.0% | +38.6% | -81.6% | -47.1% |
| YTD | -36.3% | +26.7% | -63.0% | -39.9% |
| 1Y | -42.8% | +1.0% | -43.8% | -43.8% |
| 3Y | -45.8% | -33.9% | -11.9% | -43.2% |
| 5Y | -70.8% | -67.0% | -3.7% | -66.9% |
| 10Y | +36.3% | -37.5% | +73.8% | +22.2% |
| All | -8.6% | +5.1% | -13.6% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling