+74.2%
XLF vs QXO
-47.1%
+121.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 3M | +9.2% | -25.8% | +34.9% | +9.3% |
| 6M | +16.3% | -41.7% | +58.0% | +16.6% |
| YTD | +5.4% | -36.2% | +41.6% | +5.6% |
| 1Y | +7.6% | -42.1% | +49.7% | +7.8% |
| 3Y | +74.2% | -46.2% | +120.4% | +73.0% |
| All | +74.2% | -47.1% | +121.3% | +73.0% |
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 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