-5.4%
QXO vs ECL
+413.2%
-418.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.5% |
| 7D | -3.9% | -2.7% | -1.1% | -3.1% |
| 30D | -17.4% | -4.3% | -13.1% | -16.3% |
| 3M | -22.5% | +3.2% | -25.7% | -23.0% |
| 6M | -41.4% | -2.9% | -38.5% | -40.7% |
| YTD | -34.1% | +4.3% | -38.4% | -34.4% |
| 1Y | -40.8% | +1.6% | -42.5% | -40.7% |
| 3Y | -43.9% | +54.3% | -98.2% | -44.5% |
| 5Y | -69.6% | +26.5% | -96.1% | -69.1% |
| 10Y | +41.0% | +155.6% | -114.6% | +38.1% |
| All | -5.4% | +413.2% | -418.6% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling