-47.0%
QXO vs ES
+53.3%
-100.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | +9.0% | +2.7% | +6.3% | +8.4% |
| 30D | +22.0% | +7.6% | +14.4% | +20.2% |
| 3M | -15.4% | +0.5% | -15.9% | -15.6% |
| 6M | -26.0% | +7.6% | -33.6% | -26.9% |
| YTD | -34.7% | +10.2% | -44.9% | -35.4% |
| 1Y | -28.0% | +1.8% | -29.8% | -28.6% |
| 3Y | -47.0% | +55.4% | -102.4% | -23.5% |
| All | -47.0% | +53.3% | -100.4% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling