+67.3%
F vs QXO
+17.1%
+50.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -3.1% | +9.0% | -12.1% | -3.4% |
| 30D | 0.0% | +22.0% | -21.9% | -0.7% |
| 3M | -13.2% | -15.4% | +2.2% | -12.8% |
| 6M | -10.2% | -26.0% | +15.8% | -9.5% |
| YTD | -4.9% | -34.7% | +29.7% | -4.0% |
| 1Y | -6.1% | -28.0% | +21.9% | -5.5% |
| 3Y | +46.0% | -47.0% | +93.0% | +36.9% |
| 5Y | -15.7% | -64.2% | +48.5% | -21.4% |
| All | +67.3% | +17.1% | +50.3% | +45.7% |
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