-44.4%
QXO vs USFD
+149.2%
-193.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -2.3% |
| 7D | -3.9% | -7.0% | +3.1% | -1.5% |
| 30D | -17.4% | -10.3% | -7.1% | -14.4% |
| 3M | -22.5% | +9.2% | -31.7% | -25.2% |
| 6M | -41.4% | +7.4% | -48.8% | -43.0% |
| YTD | -34.1% | +29.4% | -63.5% | -40.7% |
| 1Y | -40.8% | +24.8% | -65.7% | -46.0% |
| All | -44.4% | +149.2% | -193.6% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling