-73.2%
QXO vs ZETA
+237.6%
-310.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -17.4% | +10.5% | -27.8% | -18.5% |
| 3M | -22.5% | +44.3% | -66.8% | -26.2% |
| 6M | -41.4% | +59.4% | -100.8% | -45.3% |
| YTD | -34.1% | +49.5% | -83.6% | -38.2% |
| 1Y | -40.8% | +62.7% | -103.5% | -45.3% |
| 3Y | -43.9% | +274.6% | -318.5% | -55.5% |
| 5Y | -69.6% | +349.3% | -418.9% | -78.3% |
| All | -73.2% | +237.6% | -310.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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