+60.2%
QXO vs USFD
+347.2%
-287.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +9.0% | +1.7% | +7.3% | +8.7% |
| 30D | +22.0% | +10.2% | +11.8% | +19.5% |
| 3M | -15.4% | -1.5% | -13.9% | -14.8% |
| 6M | -26.0% | +27.3% | -53.3% | -30.1% |
| YTD | -34.7% | +44.0% | -78.7% | -40.3% |
| 1Y | -28.0% | +50.4% | -78.3% | -34.9% |
| 3Y | -47.0% | +153.6% | -200.6% | -58.7% |
| 5Y | -64.2% | +219.0% | -283.2% | -74.2% |
| 10Y | +48.1% | +361.5% | -313.4% | -18.6% |
| All | +60.2% | +347.2% | -287.0% | -14.5% |
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