+248.8%
XLF vs QXO
+34.5%
+214.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.5% | -7.8% | +6.3% | -1.4% |
| 30D | -1.2% | -18.1% | +16.9% | -0.9% |
| 3M | +9.2% | -25.8% | +34.9% | +9.5% |
| 6M | +16.3% | -41.7% | +58.0% | +17.0% |
| YTD | +5.4% | -36.2% | +41.6% | +5.9% |
| 1Y | +7.6% | -42.1% | +49.7% | +8.1% |
| 3Y | +74.2% | -46.2% | +120.4% | +68.1% |
| 5Y | +66.1% | -70.7% | +136.9% | +60.5% |
| All | +248.8% | +34.5% | +214.4% | +225.3% |
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