+146.0%
F vs QXO
-0.7%
+146.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +5.3% | -1.3% | +6.6% | +5.3% |
| 30D | +4.6% | -16.0% | +20.6% | +4.8% |
| 3M | -3.7% | -17.7% | +14.1% | -3.5% |
| 6M | +16.8% | -42.6% | +59.4% | +17.5% |
| YTD | +15.3% | -30.8% | +46.1% | +15.7% |
| 1Y | +31.0% | -35.3% | +66.3% | +31.5% |
| 3Y | +45.4% | -46.3% | +91.7% | +43.2% |
| 5Y | +54.7% | -69.2% | +123.8% | +52.2% |
| 10Y | +98.2% | +62.1% | +36.1% | +94.4% |
| All | +146.0% | -0.7% | +146.6% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling