+34.3%
QXO vs EXPD
+324.8%
-290.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -8.7% | +1.2% | -9.9% | -9.1% |
| 30D | -21.0% | +6.8% | -27.8% | -23.0% |
| 3M | -18.4% | +14.9% | -33.3% | -22.7% |
| 6M | -43.0% | +34.6% | -77.6% | -49.4% |
| YTD | -36.3% | +27.7% | -64.0% | -42.5% |
| 1Y | -42.8% | +57.7% | -100.4% | -52.6% |
| 3Y | -45.8% | +70.9% | -116.7% | -56.5% |
| 5Y | -70.8% | +59.5% | -130.3% | -76.6% |
| All | +34.3% | +324.8% | -290.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling