-70.8%
QXO vs EFV
+95.9%
-166.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -7.8% | -0.8% | -7.0% | -7.2% |
| 30D | -18.1% | +0.6% | -18.7% | -18.4% |
| 3M | -25.8% | +7.5% | -33.3% | -29.2% |
| 6M | -41.7% | +13.0% | -54.7% | -45.7% |
| YTD | -36.2% | +18.3% | -54.5% | -41.6% |
| 1Y | -42.1% | +26.7% | -68.8% | -48.5% |
| 3Y | -46.2% | +89.6% | -135.7% | -59.1% |
| All | -70.8% | +95.9% | -166.7% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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