-46.2%
QXO vs EQH
+100.2%
-146.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.7% |
| 7D | -7.8% | +0.7% | -8.5% | -8.2% |
| 30D | -18.1% | +2.8% | -20.9% | -19.6% |
| 3M | -25.8% | +23.1% | -48.8% | -35.2% |
| 6M | -41.7% | +41.4% | -83.1% | -53.7% |
| YTD | -36.2% | +14.3% | -50.4% | -42.1% |
| 1Y | -42.1% | +1.6% | -43.7% | -43.6% |
| 3Y | -46.2% | +102.7% | -148.9% | -81.7% |
| All | -46.2% | +100.2% | -146.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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