+34.5%
QXO vs EL
+26.1%
+8.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -7.8% | -6.5% | -1.3% | -5.5% |
| 30D | -18.1% | +11.1% | -29.2% | -21.4% |
| 3M | -25.8% | +10.7% | -36.5% | -28.7% |
| 6M | -41.7% | +6.9% | -48.6% | -43.8% |
| YTD | -36.2% | -6.3% | -29.9% | -35.5% |
| 1Y | -42.1% | +13.5% | -55.6% | -45.3% |
| 3Y | -46.2% | -33.1% | -13.1% | -41.9% |
| 5Y | -70.7% | -68.8% | -2.0% | -63.0% |
| All | +34.5% | +26.1% | +8.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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