-8.4%
QXO vs ELV
+652.8%
-661.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -3.7% |
| 7D | -7.8% | +2.8% | -10.5% | -8.1% |
| 30D | -18.1% | +4.9% | -23.0% | -18.5% |
| 3M | -25.8% | +4.9% | -30.6% | -26.3% |
| 6M | -41.7% | +45.1% | -86.8% | -44.3% |
| YTD | -36.2% | +20.7% | -56.9% | -37.8% |
| 1Y | -42.1% | +35.0% | -77.1% | -44.2% |
| 3Y | -46.2% | -2.4% | -43.7% | -47.5% |
| 5Y | -70.7% | +25.5% | -96.2% | -72.4% |
| 10Y | +36.5% | +277.1% | -240.5% | +29.3% |
| All | -8.4% | +652.8% | -661.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling