-1.4%
QXO vs ES
+223.1%
-224.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | -18.0% | -1.2% | -16.8% | -17.9% |
| 3M | -14.7% | +5.0% | -19.7% | -15.1% |
| 6M | -39.2% | -2.8% | -36.4% | -39.1% |
| YTD | -31.3% | +8.6% | -39.9% | -31.7% |
| 1Y | -39.7% | +18.9% | -58.6% | -40.4% |
| 3Y | -41.5% | +32.1% | -73.7% | -43.1% |
| 5Y | -67.0% | -5.1% | -61.9% | -67.2% |
| 10Y | +44.7% | +84.2% | -39.4% | +56.5% |
| All | -1.4% | +223.1% | -224.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling