-46.2%
QXO vs EWJ
+73.0%
-119.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.0% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -18.1% | +0.8% | -18.9% | -18.4% |
| 3M | -25.8% | +7.5% | -33.3% | -28.1% |
| 6M | -41.7% | +15.6% | -57.3% | -44.9% |
| YTD | -36.2% | +22.7% | -58.9% | -39.6% |
| 1Y | -42.1% | +26.4% | -68.5% | -45.2% |
| 3Y | -46.2% | +72.5% | -118.7% | -23.4% |
| All | -46.2% | +73.0% | -119.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling