+34.5%
QXO vs ZBRA
+435.2%
-400.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.2% |
| 7D | -7.8% | -3.4% | -4.4% | -7.1% |
| 30D | -18.1% | -7.4% | -10.7% | -16.8% |
| 3M | -25.8% | +57.5% | -83.3% | -32.6% |
| 6M | -41.7% | +64.0% | -105.7% | -47.6% |
| YTD | -36.2% | +44.3% | -80.5% | -41.3% |
| 1Y | -42.1% | +10.9% | -53.0% | -44.2% |
| 3Y | -46.2% | +37.5% | -83.7% | -51.9% |
| 5Y | -70.7% | -39.7% | -31.1% | -70.1% |
| All | +34.5% | +435.2% | -400.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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