-70.8%
QXO vs FCUV
-99.8%
+29.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -7.8% | -66.5% | +58.7% | -7.6% |
| 30D | -18.1% | +5.0% | -23.1% | -18.2% |
| 3M | -25.8% | +63.8% | -89.5% | -26.5% |
| 6M | -41.7% | -67.8% | +26.1% | -41.1% |
| YTD | -36.2% | -82.4% | +46.2% | -34.8% |
| 1Y | -42.1% | -94.7% | +52.6% | -39.8% |
| 3Y | -46.2% | -99.3% | +53.1% | -45.2% |
| All | -70.8% | -99.8% | +29.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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