-46.2%
QXO vs USFR
+14.1%
-60.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.5% |
| 7D | -7.8% | +0.1% | -7.9% | -7.3% |
| 30D | -18.1% | +0.4% | -18.5% | -16.9% |
| 3M | -25.8% | +1.0% | -26.8% | -23.1% |
| 6M | -41.7% | +2.0% | -43.7% | -38.9% |
| YTD | -36.2% | +2.8% | -38.9% | -33.1% |
| 1Y | -42.1% | +4.1% | -46.2% | -40.4% |
| 3Y | -46.2% | +14.1% | -60.3% | -58.7% |
| All | -46.2% | +14.1% | -60.3% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling