+105.9%
USB vs QXO
+44.7%
+61.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.4% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | -2.3% | -18.0% | +15.7% | -1.9% |
| 3M | +13.9% | -14.7% | +28.6% | +14.1% |
| 6M | +21.6% | -39.2% | +60.8% | +22.5% |
| YTD | +19.3% | -31.3% | +50.6% | +19.9% |
| 1Y | +33.6% | -39.7% | +73.2% | +34.4% |
| 3Y | +97.7% | -41.5% | +139.3% | +89.7% |
| 5Y | +40.4% | -67.0% | +107.4% | +35.0% |
| 10Y | +105.9% | +44.7% | +61.2% | +90.2% |
| All | +105.9% | +44.7% | +61.2% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling