-29.4%
QXO vs ETHA
-33.0%
+3.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.3% | -0.8% | -5.8% |
| 7D | +2.3% | -3.8% | +6.1% | +3.7% |
| 30D | -3.9% | -16.6% | +12.7% | +1.5% |
| 3M | -26.8% | +16.9% | -43.7% | -30.2% |
| 6M | -38.3% | -5.5% | -32.9% | -37.1% |
| YTD | -39.7% | -24.6% | -15.1% | -34.7% |
| 1Y | -29.4% | -35.1% | +5.7% | -19.7% |
| All | -29.4% | -33.0% | +3.6% | -19.7% |
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