+34.5%
QXO vs ETR
+296.9%
-262.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -7.8% | -1.8% | -6.0% | -7.5% |
| 30D | -18.1% | -1.8% | -16.3% | -17.9% |
| 3M | -25.8% | -3.6% | -22.2% | -25.2% |
| 6M | -41.7% | +2.6% | -44.3% | -41.9% |
| YTD | -36.2% | +16.0% | -52.2% | -37.5% |
| 1Y | -42.1% | +20.1% | -62.2% | -43.6% |
| 3Y | -46.2% | +143.6% | -189.7% | -53.9% |
| 5Y | -70.7% | +124.4% | -195.1% | -74.9% |
| All | +34.5% | +296.9% | -262.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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