+34.5%
QXO vs USFR
+28.1%
+6.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -18.1% | +0.4% | -18.5% | -18.4% |
| 3M | -25.8% | +1.0% | -26.8% | -26.6% |
| 6M | -41.7% | +2.0% | -43.7% | -43.2% |
| YTD | -36.2% | +2.8% | -38.9% | -38.5% |
| 1Y | -42.1% | +4.1% | -46.2% | -45.4% |
| 3Y | -46.2% | +14.1% | -60.3% | -57.0% |
| 5Y | -70.7% | +20.6% | -91.3% | -78.4% |
| All | +34.5% | +28.1% | +6.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling