-8.4%
QXO vs BG
+163.5%
-171.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -7.8% | +3.1% | -10.9% | -8.1% |
| 30D | -18.1% | +10.2% | -28.3% | -18.9% |
| 3M | -25.8% | -1.7% | -24.1% | -25.8% |
| 6M | -41.7% | +1.0% | -42.7% | -42.0% |
| YTD | -36.2% | +39.9% | -76.1% | -38.6% |
| 1Y | -42.1% | +53.2% | -95.3% | -44.9% |
| 3Y | -46.2% | +16.3% | -62.4% | -48.0% |
| 5Y | -70.7% | +83.9% | -154.6% | -73.4% |
| 10Y | +36.5% | +165.1% | -128.6% | +16.3% |
| All | -8.4% | +163.5% | -171.9% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling