-29.4%
QXO vs FANG
+32.1%
-61.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.8% | -6.3% | -8.9% |
| 7D | +2.3% | -13.0% | +15.3% | -4.1% |
| 30D | -3.9% | -2.9% | -1.0% | -5.1% |
| 3M | -26.8% | -3.0% | -23.8% | -27.0% |
| 6M | -38.3% | -11.9% | -26.4% | -39.3% |
| YTD | -39.7% | +21.5% | -61.2% | -42.1% |
| 1Y | -29.4% | +34.0% | -63.4% | -36.2% |
| All | -29.4% | +32.1% | -61.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling