+1,115.5%
FLEX vs QXO
+34.5%
+1,081.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | +5.7% | -7.8% | +13.5% | +6.0% |
| 30D | -7.0% | -18.1% | +11.1% | -6.4% |
| 3M | -23.8% | -25.8% | +1.9% | -23.1% |
| 6M | +82.6% | -41.7% | +124.4% | +85.6% |
| YTD | +91.6% | -36.2% | +127.8% | +94.1% |
| 1Y | +100.6% | -42.1% | +142.7% | +103.5% |
| 3Y | +479.8% | -46.2% | +525.9% | +451.6% |
| 5Y | +746.5% | -70.7% | +817.2% | +709.4% |
| All | +1,115.5% | +34.5% | +1,081.0% | +934.3% |
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