-46.2%
QXO vs EQX
+168.9%
-215.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -7.8% | -3.2% | -4.6% | -7.4% |
| 30D | -18.1% | +7.8% | -25.9% | -18.9% |
| 3M | -25.8% | +21.3% | -47.1% | -27.7% |
| 6M | -41.7% | -22.4% | -19.3% | -41.2% |
| YTD | -36.2% | -11.3% | -24.9% | -35.8% |
| 1Y | -42.1% | +13.5% | -55.6% | -41.4% |
| 3Y | -46.2% | +162.1% | -208.3% | -48.8% |
| All | -46.2% | +168.9% | -215.1% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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