+89.2%
USB vs QXO
+49.8%
+39.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +19.2% | -16.7% | +2.2% |
| 7D | +0.8% | +18.0% | -17.2% | +0.4% |
| 30D | +6.8% | +27.5% | -20.7% | +6.2% |
| 3M | -3.8% | -14.7% | +10.9% | -3.6% |
| 6M | +11.7% | -26.5% | +38.3% | +12.1% |
| YTD | +17.5% | -28.6% | +46.0% | +17.8% |
| 1Y | +33.8% | -19.8% | +53.6% | +33.9% |
| 3Y | +104.2% | -42.1% | +146.3% | +95.8% |
| 5Y | +26.4% | -63.0% | +89.5% | +21.0% |
| 10Y | +89.2% | +24.8% | +64.4% | +72.0% |
| All | +89.2% | +49.8% | +39.4% | +72.0% |
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