+34.5%
QXO vs FDX
+182.5%
-148.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.8% | -3.3% | -4.5% | -7.0% |
| 30D | -18.1% | -4.5% | -13.6% | -17.1% |
| 3M | -25.8% | -7.3% | -18.4% | -24.3% |
| 6M | -41.7% | +7.5% | -49.3% | -42.6% |
| YTD | -36.2% | +35.1% | -71.3% | -40.3% |
| 1Y | -42.1% | +71.4% | -113.5% | -48.6% |
| 3Y | -46.2% | +60.8% | -107.0% | -53.1% |
| 5Y | -70.7% | +65.5% | -136.2% | -75.4% |
| All | +34.5% | +182.5% | -148.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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