-25.0%
QXO vs ELV
+42.6%
-67.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +7.2% |
| 7D | +16.6% | +4.8% | +11.8% | +15.6% |
| 30D | +6.6% | +10.1% | -3.5% | +4.9% |
| 3M | -17.5% | +15.4% | -32.8% | -19.5% |
| 6M | -33.8% | +17.7% | -51.5% | -37.4% |
| YTD | -34.4% | +25.7% | -60.0% | -41.2% |
| 1Y | -25.0% | +39.9% | -64.8% | -34.3% |
| All | -25.0% | +42.6% | -67.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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