+34.5%
QXO vs EAT
+374.9%
-340.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -7.8% | -7.7% | -0.1% | -6.4% |
| 30D | -18.1% | -13.6% | -4.5% | -15.9% |
| 3M | -25.8% | +33.9% | -59.6% | -30.4% |
| 6M | -41.7% | +47.2% | -88.9% | -46.4% |
| YTD | -36.2% | +48.1% | -84.2% | -41.4% |
| 1Y | -42.1% | +33.7% | -75.8% | -46.1% |
| 3Y | -46.2% | +595.8% | -641.9% | -65.1% |
| 5Y | -70.7% | +314.4% | -385.1% | -80.1% |
| All | +34.5% | +374.9% | -340.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling