+162.8%
FTNT vs QXO
-70.1%
+232.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +7.6% | -25.8% | +33.3% | +7.9% |
| 6M | +87.0% | -41.7% | +128.7% | +87.9% |
| YTD | +96.5% | -36.2% | +132.7% | +97.2% |
| 1Y | +92.9% | -42.1% | +135.0% | +93.8% |
| 3Y | +139.8% | -46.2% | +186.0% | +130.4% |
| All | +162.8% | -70.1% | +232.9% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling