-8.6%
QXO vs EL
+84.2%
-92.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | -8.7% | -4.4% | -4.3% | -7.3% |
| 30D | -21.0% | +10.3% | -31.2% | -23.7% |
| 3M | -18.4% | +13.4% | -31.8% | -21.8% |
| 6M | -43.0% | +3.1% | -46.1% | -44.2% |
| YTD | -36.3% | -6.9% | -29.4% | -35.5% |
| 1Y | -42.8% | +11.9% | -54.7% | -45.4% |
| 3Y | -45.8% | -33.8% | -12.0% | -41.9% |
| 5Y | -70.8% | -69.0% | -1.8% | -64.2% |
| 10Y | +36.3% | +25.3% | +11.0% | +37.5% |
| All | -8.6% | +84.2% | -92.8% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling