-43.4%
QXO vs BNY
+271.4%
-314.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | +0.4% |
| 7D | -9.3% | -4.4% | -4.9% | -6.7% |
| 30D | -16.5% | -3.4% | -13.1% | -14.7% |
| 3M | -27.2% | +9.9% | -37.1% | -31.8% |
| 6M | -40.0% | +36.8% | -76.8% | -50.9% |
| YTD | -37.2% | +37.6% | -74.8% | -49.1% |
| 1Y | -41.7% | +50.8% | -92.5% | -55.1% |
| 3Y | -43.4% | +270.5% | -313.9% | -70.5% |
| All | -43.4% | +271.4% | -314.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling