+34.5%
QXO vs EMB
+30.3%
+4.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -1.2% | -6.6% | -7.1% |
| 30D | -18.1% | -1.3% | -16.8% | -17.4% |
| 3M | -25.8% | -1.8% | -24.0% | -24.7% |
| 6M | -41.7% | +0.2% | -41.9% | -41.3% |
| YTD | -36.2% | +0.4% | -36.6% | -35.8% |
| 1Y | -42.1% | +2.8% | -44.9% | -42.3% |
| 3Y | -46.2% | +29.1% | -75.3% | -52.5% |
| 5Y | -70.7% | +6.3% | -77.0% | -69.4% |
| All | +34.5% | +30.3% | +4.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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