+34.5%
QXO vs EMR
+284.0%
-249.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | -6.8% | -11.3% | -16.4% |
| 3M | -25.8% | +7.5% | -33.2% | -26.9% |
| 6M | -41.7% | +9.9% | -51.6% | -42.7% |
| YTD | -36.2% | +16.0% | -52.2% | -37.8% |
| 1Y | -42.1% | +12.4% | -54.5% | -43.2% |
| 3Y | -46.2% | +60.2% | -106.4% | -49.6% |
| 5Y | -70.7% | +67.9% | -138.6% | -73.2% |
| All | +34.5% | +284.0% | -249.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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