-70.8%
QXO vs BNY
+256.6%
-327.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -7.8% | -1.3% | -6.5% | -7.2% |
| 30D | -18.1% | -0.2% | -17.9% | -18.1% |
| 3M | -25.8% | +14.9% | -40.7% | -30.8% |
| 6M | -41.7% | +40.0% | -81.7% | -50.4% |
| YTD | -36.2% | +42.0% | -78.2% | -46.1% |
| 1Y | -42.1% | +56.9% | -98.9% | -53.2% |
| 3Y | -46.2% | +289.9% | -336.0% | -70.5% |
| All | -70.8% | +256.6% | -327.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling