-46.2%
QXO vs EXE
+15.6%
-61.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.4% |
| 7D | -7.8% | -3.1% | -4.6% | -8.6% |
| 30D | -18.1% | -0.9% | -17.2% | -18.3% |
| 3M | -25.8% | +9.6% | -35.3% | -23.6% |
| 6M | -41.7% | -11.6% | -30.1% | -42.9% |
| YTD | -36.2% | -12.6% | -23.6% | -37.3% |
| 1Y | -42.1% | +1.2% | -43.3% | -40.3% |
| 3Y | -46.2% | +18.0% | -64.2% | -39.5% |
| All | -46.2% | +15.6% | -61.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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