-70.8%
QXO vs BTG
+78.0%
-148.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | -3.8% | -4.0% | -7.5% |
| 30D | -18.1% | +3.6% | -21.7% | -18.4% |
| 3M | -25.8% | +32.0% | -57.8% | -27.7% |
| 6M | -41.7% | +3.4% | -45.1% | -42.7% |
| YTD | -36.2% | +20.8% | -57.0% | -37.2% |
| 1Y | -42.1% | +22.4% | -64.5% | -43.1% |
| 3Y | -46.2% | +91.7% | -137.9% | -48.0% |
| All | -70.8% | +78.0% | -148.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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