+22.8%
QXO vs ELF
+303.8%
-281.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -7.8% | -11.6% | +3.8% | -6.2% |
| 30D | -18.1% | +4.6% | -22.7% | -18.6% |
| 3M | -25.8% | +59.7% | -85.5% | -30.4% |
| 6M | -41.7% | +21.2% | -62.9% | -43.5% |
| YTD | -36.2% | +27.4% | -63.6% | -38.6% |
| 1Y | -42.1% | -29.8% | -12.3% | -41.1% |
| 3Y | -46.2% | -28.5% | -17.7% | -48.1% |
| 5Y | -70.7% | +220.0% | -290.8% | -75.1% |
| All | +22.8% | +303.8% | -281.0% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling