-46.2%
QXO vs EME
+252.2%
-298.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -1.3% |
| 7D | -7.8% | +3.5% | -11.3% | -8.9% |
| 30D | -18.1% | -6.3% | -11.8% | -16.4% |
| 3M | -25.8% | -3.8% | -22.0% | -25.2% |
| 6M | -41.7% | +8.5% | -50.2% | -43.4% |
| YTD | -36.2% | +27.8% | -64.0% | -40.8% |
| 1Y | -42.1% | +22.2% | -64.3% | -45.9% |
| 3Y | -46.2% | +253.5% | -299.6% | -72.1% |
| All | -46.2% | +252.2% | -298.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling