+34.5%
QXO vs EXPE
+169.0%
-134.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -7.8% | -5.8% | -2.0% | -6.8% |
| 30D | -18.1% | -13.6% | -4.5% | -16.0% |
| 3M | -25.8% | +25.2% | -50.9% | -28.9% |
| 6M | -41.7% | +22.3% | -64.1% | -44.0% |
| YTD | -36.2% | -0.3% | -35.9% | -36.9% |
| 1Y | -42.1% | +27.8% | -69.9% | -45.3% |
| 3Y | -46.2% | +162.4% | -208.6% | -55.9% |
| 5Y | -70.7% | +95.8% | -166.6% | -75.5% |
| All | +34.5% | +169.0% | -134.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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