-25.0%
QXO vs BG
+7.2%
-32.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +8.0% |
| 7D | +16.6% | -3.8% | +20.3% | +16.7% |
| 30D | +6.6% | -9.6% | +16.2% | +7.1% |
| 3M | -17.5% | -8.5% | -8.9% | -17.9% |
| 6M | -33.8% | -23.0% | -10.7% | -31.5% |
| YTD | -34.4% | +10.9% | -45.3% | -46.7% |
| 1Y | -25.0% | +6.0% | -30.9% | -38.0% |
| All | -25.0% | +7.2% | -32.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling