+216.4%
TER vs QXO
-70.1%
+286.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +6.4% | -7.8% | +14.1% | +6.7% |
| 30D | -5.7% | -18.1% | +12.4% | -4.9% |
| 3M | -0.4% | -25.8% | +25.4% | +0.8% |
| 6M | +25.8% | -41.7% | +67.5% | +28.4% |
| YTD | +96.4% | -36.2% | +132.6% | +99.9% |
| 1Y | +229.2% | -42.1% | +271.3% | +235.8% |
| 3Y | +288.1% | -46.2% | +334.3% | +276.4% |
| All | +216.4% | -70.1% | +286.5% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 5y: compounded portfolio wealth divided by compounded QXO 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…
5y analysis · Full analysis span regression · 6 months rolling