-80.9%
FIG vs QXO
-38.4%
-42.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.5% |
| 7D | -14.5% | -3.9% | -10.6% | -14.7% |
| 30D | -13.3% | -17.4% | +4.0% | -14.4% |
| 3M | +7.4% | -22.5% | +29.9% | +5.6% |
| 6M | -27.8% | -41.4% | +13.6% | -29.6% |
| YTD | -41.1% | -34.1% | -7.0% | -43.9% |
| 1Y | -58.7% | -40.8% | -17.9% | -62.8% |
| All | -80.9% | -38.4% | -42.5% | -82.1% |
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