-8.4%
QXO vs EFV
+226.1%
-234.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -7.8% | -0.8% | -7.0% | -7.4% |
| 30D | -18.1% | +0.6% | -18.7% | -18.3% |
| 3M | -25.8% | +7.5% | -33.3% | -28.5% |
| 6M | -41.7% | +13.0% | -54.7% | -44.9% |
| YTD | -36.2% | +18.3% | -54.5% | -40.8% |
| 1Y | -42.1% | +26.7% | -68.8% | -47.9% |
| 3Y | -46.2% | +89.6% | -135.7% | -60.1% |
| 5Y | -70.7% | +98.2% | -168.9% | -79.0% |
| 10Y | +36.5% | +167.4% | -130.8% | -16.2% |
| All | -8.4% | +226.1% | -234.5% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling