+34.5%
QXO vs FCEL
-99.1%
+133.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | 0.0% |
| 7D | -7.8% | +6.3% | -14.1% | -8.2% |
| 30D | -18.1% | -26.7% | +8.6% | -16.8% |
| 3M | -25.8% | -10.2% | -15.6% | -26.5% |
| 6M | -41.7% | +123.5% | -165.2% | -46.5% |
| YTD | -36.2% | +117.4% | -153.6% | -41.6% |
| 1Y | -42.1% | +146.0% | -188.1% | -47.8% |
| 3Y | -46.2% | -61.9% | +15.7% | -48.0% |
| 5Y | -70.7% | -90.5% | +19.8% | -70.8% |
| All | +34.5% | -99.1% | +133.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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