+533.3%
FAST vs QXO
+17.1%
+516.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +4.2% | +9.0% | -4.8% | +4.0% |
| 30D | +6.7% | +22.0% | -15.3% | +6.3% |
| 3M | +8.0% | -15.4% | +23.4% | +8.2% |
| 6M | +27.4% | -26.0% | +53.4% | +27.8% |
| YTD | +40.5% | -34.7% | +75.2% | +41.0% |
| 1Y | +38.4% | -28.0% | +66.3% | +38.7% |
| 3Y | +98.7% | -47.0% | +145.7% | +93.5% |
| 5Y | +106.7% | -64.2% | +170.9% | +100.8% |
| All | +533.3% | +17.1% | +516.3% | +496.3% |
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