-47.0%
QXO vs USFD
+156.3%
-203.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +9.0% | +1.7% | +7.3% | +8.5% |
| 30D | +22.0% | +10.2% | +11.8% | +18.1% |
| 3M | -15.4% | -1.5% | -13.9% | -15.0% |
| 6M | -26.0% | +27.3% | -53.3% | -32.4% |
| YTD | -34.7% | +44.0% | -78.7% | -43.6% |
| 1Y | -28.0% | +50.4% | -78.3% | -38.9% |
| 3Y | -47.0% | +153.6% | -200.6% | -86.8% |
| All | -47.0% | +156.3% | -203.3% | -86.8% |
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