+2,072.5%
FTNT vs QXO
+34.5%
+2,038.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | -7.8% | +7.6% | 0.0% |
| 30D | -3.0% | -18.1% | +15.1% | -2.6% |
| 3M | +7.6% | -25.8% | +33.3% | +8.1% |
| 6M | +87.0% | -41.7% | +128.7% | +88.5% |
| YTD | +96.5% | -36.2% | +132.7% | +97.7% |
| 1Y | +92.9% | -42.1% | +135.0% | +94.3% |
| 3Y | +139.8% | -46.2% | +186.0% | +124.1% |
| 5Y | +151.3% | -70.7% | +222.0% | +135.9% |
| All | +2,072.5% | +34.5% | +2,038.0% | +1,705.0% |
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