-0.7%
QXO vs EXPD
+392.6%
-393.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.3% | -1.1% | -0.1% | -1.0% |
| 30D | -16.0% | +4.1% | -20.1% | -16.8% |
| 3M | -17.7% | +17.9% | -35.6% | -20.6% |
| 6M | -42.6% | +29.2% | -71.8% | -45.8% |
| YTD | -30.8% | +27.4% | -58.1% | -34.5% |
| 1Y | -35.3% | +56.8% | -92.2% | -41.4% |
| 3Y | -46.3% | +68.0% | -114.3% | -51.9% |
| 5Y | -69.2% | +61.9% | -131.0% | -72.7% |
| 10Y | +62.1% | +316.0% | -253.9% | +58.7% |
| All | -0.7% | +392.6% | -393.3% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling