-46.2%
QXO vs EXEL
+154.7%
-200.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.8% |
| 7D | -7.8% | -4.9% | -2.9% | -6.5% |
| 30D | -18.1% | +11.4% | -29.5% | -20.7% |
| 3M | -25.8% | +4.9% | -30.7% | -26.8% |
| 6M | -41.7% | +34.4% | -76.1% | -46.1% |
| YTD | -36.2% | +28.0% | -64.2% | -40.4% |
| 1Y | -42.1% | +43.6% | -85.7% | -47.7% |
| 3Y | -46.2% | +155.2% | -201.4% | -65.6% |
| All | -46.2% | +154.7% | -200.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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