-42.1%
QXO vs USFD
+22.2%
-64.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -7.8% | -8.4% | +0.6% | -5.4% |
| 30D | -18.1% | -14.1% | -4.0% | -14.5% |
| 3M | -25.8% | +4.5% | -30.3% | -27.2% |
| 6M | -41.7% | +4.4% | -46.1% | -42.8% |
| YTD | -36.2% | +26.6% | -62.8% | -43.5% |
| 1Y | -42.1% | +19.4% | -61.5% | -44.4% |
| All | -42.1% | +22.2% | -64.3% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling