-5.4%
QXO vs EXC
+177.4%
-182.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -17.4% | -0.9% | -16.5% | -17.3% |
| 3M | -22.5% | -2.7% | -19.8% | -22.4% |
| 6M | -41.4% | -9.4% | -32.0% | -41.1% |
| YTD | -34.1% | +3.0% | -37.1% | -34.3% |
| 1Y | -40.8% | +5.1% | -46.0% | -41.0% |
| 3Y | -43.9% | +20.6% | -64.5% | -45.0% |
| 5Y | -69.6% | +45.7% | -115.3% | -71.0% |
| 10Y | +41.0% | +160.8% | -119.9% | +31.6% |
| All | -5.4% | +177.4% | -182.9% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling