-5.4%
QXO vs ETR
+481.2%
-486.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | -17.4% | +2.0% | -19.4% | -17.5% |
| 3M | -22.5% | -1.7% | -20.8% | -22.4% |
| 6M | -41.4% | +3.6% | -45.0% | -41.4% |
| YTD | -34.1% | +18.0% | -52.2% | -34.4% |
| 1Y | -40.8% | +26.2% | -67.1% | -41.2% |
| 3Y | -43.9% | +148.0% | -191.9% | -45.3% |
| 5Y | -69.6% | +126.1% | -195.6% | -70.3% |
| 10Y | +41.0% | +302.3% | -261.3% | +45.9% |
| All | -5.4% | +481.2% | -486.7% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling