+440.9%
FLEX vs QXO
-47.2%
+488.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -4.1% |
| 7D | +0.1% | -8.7% | +8.8% | +0.3% |
| 30D | -11.8% | -21.0% | +9.2% | -11.3% |
| 3M | -22.6% | -18.4% | -4.2% | -22.2% |
| 6M | +77.3% | -43.0% | +120.3% | +79.2% |
| YTD | +78.8% | -36.3% | +115.1% | +80.4% |
| 1Y | +86.1% | -42.8% | +128.8% | +87.9% |
| All | +440.9% | -47.2% | +488.0% | +454.3% |
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 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