+524.8%
FAST vs QXO
+34.3%
+490.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.5% |
| 7D | -0.4% | -8.7% | +8.2% | -0.3% |
| 30D | -6.4% | -21.0% | +14.5% | -6.2% |
| 3M | +7.1% | -18.4% | +25.5% | +7.3% |
| 6M | +7.0% | -43.0% | +50.0% | +7.6% |
| YTD | +24.1% | -36.3% | +60.4% | +24.7% |
| 1Y | +4.4% | -42.8% | +47.2% | +4.9% |
| 3Y | +93.2% | -45.8% | +139.0% | +88.5% |
| 5Y | +106.4% | -70.8% | +177.1% | +101.3% |
| All | +524.8% | +34.3% | +490.5% | +504.5% |
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 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