+34.5%
QXO vs ELV
+280.2%
-245.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -7.8% | +3.2% | -11.0% | -8.2% |
| 30D | -18.1% | +5.4% | -23.5% | -18.8% |
| 3M | -25.8% | +5.4% | -31.1% | -26.7% |
| 6M | -41.7% | +45.7% | -87.4% | -45.5% |
| YTD | -36.2% | +21.2% | -57.4% | -38.6% |
| 1Y | -42.1% | +35.6% | -77.7% | -45.2% |
| 3Y | -46.2% | -2.0% | -44.1% | -48.2% |
| 5Y | -70.7% | +26.0% | -96.7% | -73.5% |
| All | +34.5% | +280.2% | -245.7% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling