+26.7%
QXO vs ELF
+317.0%
-290.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.5% |
| 7D | -3.9% | -6.8% | +2.9% | -2.9% |
| 30D | -17.4% | +5.1% | -22.4% | -17.9% |
| 3M | -22.5% | +79.8% | -102.3% | -28.5% |
| 6M | -41.4% | +29.7% | -71.1% | -43.7% |
| YTD | -34.1% | +31.6% | -65.7% | -36.9% |
| 1Y | -40.8% | -27.9% | -12.9% | -40.0% |
| 3Y | -43.9% | -26.4% | -17.5% | -46.1% |
| 5Y | -69.6% | +235.6% | -305.2% | -74.2% |
| All | +26.7% | +317.0% | -290.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling