+34.5%
QXO vs ECL
+160.1%
-125.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -7.8% | -1.1% | -6.7% | -7.4% |
| 30D | -18.1% | -0.8% | -17.3% | -17.8% |
| 3M | -25.8% | +5.0% | -30.8% | -26.9% |
| 6M | -41.7% | +0.2% | -42.0% | -41.5% |
| YTD | -36.2% | +5.8% | -42.0% | -36.9% |
| 1Y | -42.1% | +1.5% | -43.6% | -42.1% |
| 3Y | -46.2% | +55.0% | -101.1% | -47.2% |
| 5Y | -70.7% | +29.3% | -100.0% | -70.2% |
| All | +34.5% | +160.1% | -125.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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