+92.1%
FAST vs QXO
-45.4%
+137.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.2% |
| 7D | +1.8% | -3.9% | +5.7% | +1.8% |
| 30D | -6.4% | -17.4% | +10.9% | -6.3% |
| 3M | +5.3% | -22.5% | +27.8% | +5.6% |
| 6M | +5.4% | -41.4% | +46.8% | +5.9% |
| YTD | +23.6% | -34.1% | +57.7% | +24.0% |
| 1Y | +4.1% | -40.8% | +44.9% | +4.5% |
| All | +92.1% | -45.4% | +137.4% | +90.6% |
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