-35.3%
QXO vs ETHA
-44.4%
+9.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -16.0% | +27.9% | -43.9% | -21.6% |
| 3M | -17.7% | +38.3% | -56.1% | -25.1% |
| 6M | -42.6% | +14.0% | -56.6% | -45.0% |
| YTD | -30.8% | -17.4% | -13.4% | -28.8% |
| 1Y | -35.3% | -42.7% | +7.3% | -28.9% |
| All | -35.3% | -44.4% | +9.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling