+31.4%
XLB vs QXO
-47.1%
+78.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | -7.8% | +4.9% | -2.8% |
| 30D | -3.1% | -18.1% | +15.0% | -2.9% |
| 3M | -0.2% | -25.8% | +25.6% | +0.1% |
| 6M | +3.1% | -41.7% | +44.8% | +3.4% |
| YTD | +13.3% | -36.2% | +49.5% | +13.6% |
| 1Y | +12.0% | -42.1% | +54.1% | +12.4% |
| 3Y | +31.4% | -46.2% | +77.6% | +31.9% |
| All | +31.4% | -47.1% | +78.5% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling