-46.2%
QXO vs EXPD
+76.1%
-122.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.6% |
| 7D | +10.1% | +3.6% | +6.5% | +7.9% |
| 30D | +16.2% | +0.3% | +16.0% | +16.0% |
| 3M | -14.8% | +6.1% | -20.8% | -17.8% |
| 6M | -27.8% | +27.4% | -55.1% | -37.6% |
| YTD | -33.6% | +32.0% | -65.6% | -45.0% |
| 1Y | -31.8% | +40.5% | -72.4% | -46.0% |
| All | -46.2% | +76.1% | -122.2% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling