+143.7%
XLC vs QXO
-35.2%
+178.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.5% | -7.8% | +8.3% | +0.6% |
| 30D | +2.1% | -18.1% | +20.2% | +2.4% |
| 3M | +0.7% | -25.8% | +26.4% | +1.0% |
| 6M | -3.2% | -41.7% | +38.5% | -2.6% |
| YTD | -3.8% | -36.2% | +32.4% | -3.4% |
| 1Y | -2.0% | -42.1% | +40.1% | -1.5% |
| 3Y | +71.4% | -46.2% | +117.5% | +64.6% |
| 5Y | +40.7% | -70.7% | +111.4% | +35.4% |
| All | +143.7% | -35.2% | +178.9% | +119.0% |
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