-70.8%
QXO vs EXC
+43.4%
-114.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -7.8% | -1.1% | -6.7% | -7.9% |
| 30D | -18.1% | -3.6% | -14.5% | -18.4% |
| 3M | -25.8% | -4.3% | -21.5% | -26.0% |
| 6M | -41.7% | -9.9% | -31.8% | -42.4% |
| YTD | -36.2% | +1.8% | -37.9% | -35.8% |
| 1Y | -42.1% | +2.9% | -45.0% | -41.6% |
| 3Y | -46.2% | +19.1% | -65.3% | -44.5% |
| All | -70.8% | +43.4% | -114.2% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 5y: compounded portfolio wealth divided by compounded EXC 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…
5y analysis · Full analysis span regression · 6 months rolling