-6.3%
QXO vs EXPD
+408.2%
-414.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +9.0% | +5.5% | +3.5% | +7.8% |
| 30D | +22.0% | -0.8% | +22.8% | +22.2% |
| 3M | -15.4% | +4.1% | -19.5% | -16.1% |
| 6M | -26.0% | +25.7% | -51.6% | -29.5% |
| YTD | -34.7% | +31.4% | -66.1% | -38.6% |
| 1Y | -28.0% | +42.2% | -70.1% | -33.4% |
| 3Y | -47.0% | +77.2% | -124.2% | -53.0% |
| 5Y | -64.2% | +61.0% | -125.2% | -68.4% |
| 10Y | +48.1% | +334.8% | -286.8% | +44.3% |
| All | -6.3% | +408.2% | -414.5% | +13.5% |
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