+34.5%
QXO vs BBY
+252.7%
-218.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | -7.8% | +0.6% | -8.4% | -7.9% |
| 30D | -18.1% | +9.4% | -27.5% | -19.9% |
| 3M | -25.8% | +19.3% | -45.1% | -28.8% |
| 6M | -41.7% | +47.9% | -89.6% | -46.9% |
| YTD | -36.2% | +39.6% | -75.7% | -41.2% |
| 1Y | -42.1% | +22.2% | -64.3% | -45.1% |
| 3Y | -46.2% | +45.0% | -91.1% | -51.8% |
| 5Y | -70.7% | +2.6% | -73.3% | -73.0% |
| All | +34.5% | +252.7% | -218.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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