-70.8%
QXO vs FDX
+64.3%
-135.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.8% | -3.3% | -4.5% | -6.9% |
| 30D | -18.1% | -4.5% | -13.6% | -17.1% |
| 3M | -25.8% | -7.3% | -18.4% | -24.2% |
| 6M | -41.7% | +7.5% | -49.3% | -42.6% |
| YTD | -36.2% | +35.1% | -71.3% | -40.1% |
| 1Y | -42.1% | +71.4% | -113.5% | -48.1% |
| 3Y | -46.2% | +60.8% | -107.0% | -53.0% |
| All | -70.8% | +64.3% | -135.1% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling