+34.5%
QXO vs USFD
+307.1%
-272.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -7.8% | -8.4% | +0.6% | -5.8% |
| 30D | -18.1% | -14.1% | -4.0% | -15.1% |
| 3M | -25.8% | +4.5% | -30.3% | -26.7% |
| 6M | -41.7% | +4.4% | -46.1% | -42.4% |
| YTD | -36.2% | +26.6% | -62.8% | -40.0% |
| 1Y | -42.1% | +19.4% | -61.5% | -44.9% |
| 3Y | -46.2% | +144.6% | -190.7% | -57.7% |
| 5Y | -70.7% | +194.5% | -265.3% | -78.6% |
| All | +34.5% | +307.1% | -272.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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