+34.5%
QXO vs EW
+120.5%
-86.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.0% |
| 7D | -7.8% | -6.2% | -1.6% | -6.0% |
| 30D | -18.1% | -9.3% | -8.8% | -15.6% |
| 3M | -25.8% | -1.6% | -24.1% | -25.4% |
| 6M | -41.7% | -0.8% | -40.9% | -41.8% |
| YTD | -36.2% | -1.0% | -35.2% | -36.3% |
| 1Y | -42.1% | +8.2% | -50.3% | -43.8% |
| 3Y | -46.2% | +12.7% | -58.8% | -48.1% |
| 5Y | -70.7% | -30.2% | -40.5% | -68.9% |
| All | +34.5% | +120.5% | -86.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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