-70.8%
QXO vs EXPD
+61.4%
-132.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -8.7% | +1.2% | -9.9% | -9.2% |
| 30D | -21.0% | +6.8% | -27.8% | -23.3% |
| 3M | -18.4% | +14.9% | -33.3% | -23.2% |
| 6M | -43.0% | +34.6% | -77.6% | -50.1% |
| YTD | -36.3% | +27.7% | -64.0% | -43.3% |
| 1Y | -42.8% | +57.7% | -100.4% | -53.9% |
| 3Y | -45.8% | +70.9% | -116.7% | -57.8% |
| 5Y | -70.8% | +59.5% | -130.3% | -77.6% |
| All | -70.8% | +61.4% | -132.2% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling