+103.2%
XLP vs QXO
+34.5%
+68.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | -7.8% | +6.4% | -1.4% |
| 30D | -2.0% | -18.1% | +16.1% | -1.9% |
| 3M | -1.5% | -25.8% | +24.2% | -1.3% |
| 6M | -0.2% | -41.7% | +41.5% | +0.2% |
| YTD | +8.7% | -36.2% | +44.9% | +9.0% |
| 1Y | +6.3% | -42.1% | +48.4% | +6.6% |
| 3Y | +25.1% | -46.2% | +71.2% | +22.7% |
| 5Y | +32.4% | -70.7% | +103.1% | +30.2% |
| All | +103.2% | +34.5% | +68.7% | +91.2% |
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