+34.5%
QXO vs FDS
+64.8%
-30.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -7.8% | -14.0% | +6.2% | -5.9% |
| 30D | -18.1% | -6.2% | -11.9% | -17.4% |
| 3M | -25.8% | +10.2% | -35.9% | -26.9% |
| 6M | -41.7% | +27.4% | -69.2% | -44.6% |
| YTD | -36.2% | -9.3% | -26.9% | -35.4% |
| 1Y | -42.1% | -28.6% | -13.5% | -38.6% |
| 3Y | -46.2% | -36.8% | -9.3% | -42.3% |
| 5Y | -70.7% | -28.6% | -42.1% | -69.2% |
| All | +34.5% | +64.8% | -30.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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