+2.0%
FISV vs QXO
+34.5%
-32.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | -2.7% | -7.8% | +5.1% | -2.6% |
| 30D | 0.0% | -18.1% | +18.1% | +0.4% |
| 3M | -2.8% | -25.8% | +23.0% | -2.4% |
| 6M | -11.8% | -41.7% | +29.9% | -11.2% |
| YTD | -23.2% | -36.2% | +13.0% | -22.8% |
| 1Y | -62.0% | -42.1% | -19.9% | -61.8% |
| 3Y | -57.6% | -46.2% | -11.5% | -59.1% |
| 5Y | -53.4% | -70.7% | +17.3% | -55.0% |
| All | +2.0% | +34.5% | -32.5% | -7.8% |
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