-46.2%
QXO vs ELAN
+99.1%
-145.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -7.8% | -5.4% | -2.4% | -5.6% |
| 30D | -18.1% | +4.7% | -22.8% | -19.6% |
| 3M | -25.8% | -3.7% | -22.1% | -25.0% |
| 6M | -41.7% | -1.2% | -40.5% | -41.7% |
| YTD | -36.2% | +2.4% | -38.6% | -36.9% |
| 1Y | -42.1% | +23.4% | -65.5% | -46.7% |
| 3Y | -46.2% | +96.7% | -142.8% | -64.4% |
| All | -46.2% | +99.1% | -145.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling