-27.3%
QXO vs Z
+16.2%
-43.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -3.9% | -7.1% | +3.2% | -2.7% |
| 30D | -17.4% | -4.8% | -12.6% | -16.8% |
| 3M | -22.5% | -9.3% | -13.2% | -21.5% |
| 6M | -41.4% | -29.0% | -12.4% | -38.4% |
| YTD | -34.1% | -52.9% | +18.8% | -26.7% |
| 1Y | -40.8% | -63.1% | +22.3% | -31.6% |
| 3Y | -43.9% | -36.9% | -7.0% | -42.2% |
| 5Y | -69.6% | -65.5% | -4.1% | -67.1% |
| 10Y | +41.0% | -3.9% | +44.8% | +28.9% |
| All | -27.3% | +16.2% | -43.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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