-70.8%
QXO vs USFD
+192.2%
-263.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -7.8% | -8.4% | +0.6% | -6.0% |
| 30D | -18.1% | -14.1% | -4.0% | -15.3% |
| 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% | -39.7% |
| 1Y | -42.1% | +19.4% | -61.5% | -44.7% |
| 3Y | -46.2% | +144.6% | -190.7% | -55.5% |
| All | -70.8% | +192.2% | -263.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling