-8.4%
QXO vs EWJ
+228.1%
-236.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.9% |
| 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% | -28.0% |
| 6M | -41.7% | +15.6% | -57.3% | -45.0% |
| YTD | -36.2% | +22.7% | -58.9% | -40.9% |
| 1Y | -42.1% | +26.4% | -68.5% | -46.9% |
| 3Y | -46.2% | +72.5% | -118.7% | -56.5% |
| 5Y | -70.7% | +52.4% | -123.2% | -75.0% |
| 10Y | +36.5% | +143.8% | -107.3% | -1.4% |
| All | -8.4% | +228.1% | -236.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling