-60.1%
QXO vs EXE
+188.3%
-248.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -8.7% | -2.2% | -6.5% | -8.6% |
| 30D | -21.0% | -0.8% | -20.2% | -20.9% |
| 3M | -18.4% | +10.0% | -28.4% | -18.8% |
| 6M | -43.0% | -6.3% | -36.7% | -42.8% |
| YTD | -36.3% | -10.7% | -25.6% | -35.9% |
| 1Y | -42.8% | +2.7% | -45.5% | -43.1% |
| 3Y | -45.8% | +19.1% | -64.9% | -46.2% |
| 5Y | -70.8% | +105.4% | -176.2% | -77.2% |
| All | -60.1% | +188.3% | -248.4% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling