+68.4%
QXO vs USFD
+325.1%
-256.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | -3.3% | +6.2% | +3.7% |
| 30D | -18.0% | -5.3% | -12.7% | -17.0% |
| 3M | -14.7% | +18.8% | -33.5% | -18.4% |
| 6M | -39.2% | +14.3% | -53.5% | -41.3% |
| YTD | -31.3% | +36.9% | -68.2% | -36.7% |
| 1Y | -39.7% | +31.7% | -71.4% | -43.9% |
| 3Y | -41.5% | +164.5% | -206.0% | -54.9% |
| 5Y | -67.0% | +212.6% | -279.6% | -76.2% |
| 10Y | +44.7% | +329.7% | -285.0% | -19.3% |
| All | +68.4% | +325.1% | -256.7% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling