+34.5%
QXO vs ES
+82.1%
-47.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -7.8% | -3.6% | -4.2% | -7.2% |
| 30D | -18.1% | -4.2% | -13.9% | -17.5% |
| 3M | -25.8% | +0.1% | -25.9% | -25.8% |
| 6M | -41.7% | -6.2% | -35.5% | -41.1% |
| YTD | -36.2% | +4.1% | -40.2% | -36.5% |
| 1Y | -42.1% | +10.2% | -52.3% | -42.9% |
| 3Y | -46.2% | +26.1% | -72.2% | -49.0% |
| 5Y | -70.7% | -5.3% | -65.4% | -71.1% |
| All | +34.5% | +82.1% | -47.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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