-25.0%
QXO vs ELF
-3.2%
-21.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +7.6% |
| 7D | +16.6% | -1.5% | +18.1% | +17.1% |
| 30D | +6.6% | +9.5% | -3.0% | +3.8% |
| 3M | -17.5% | +29.4% | -46.8% | -23.3% |
| 6M | -33.8% | +83.7% | -117.5% | -44.4% |
| YTD | -34.4% | +49.4% | -83.8% | -42.0% |
| 1Y | -25.0% | -3.9% | -21.0% | -30.1% |
| All | -25.0% | -3.2% | -21.7% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling