-70.8%
QXO vs EFX
-36.2%
-34.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -7.8% | -4.5% | -3.2% | -6.6% |
| 30D | -18.1% | -6.1% | -12.0% | -16.8% |
| 3M | -25.8% | +6.2% | -32.0% | -27.4% |
| 6M | -41.7% | -11.2% | -30.5% | -40.1% |
| YTD | -36.2% | -21.4% | -14.8% | -32.6% |
| 1Y | -42.1% | -34.3% | -7.8% | -36.0% |
| 3Y | -46.2% | -12.5% | -33.6% | -48.4% |
| All | -70.8% | -36.2% | -34.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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