+100.0%
FAST vs QXO
-49.2%
+149.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.2% |
| 7D | +5.0% | +10.1% | -5.0% | +4.9% |
| 30D | +8.6% | +16.2% | -7.7% | +8.3% |
| 3M | +6.9% | -14.8% | +21.7% | +7.0% |
| 6M | +29.6% | -27.8% | +57.4% | +29.9% |
| YTD | +41.4% | -33.6% | +75.0% | +41.8% |
| 1Y | +38.5% | -31.8% | +70.3% | +38.9% |
| All | +100.0% | -49.2% | +149.1% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling