+34.5%
QXO vs FE
+114.2%
-79.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -7.8% | -1.4% | -6.4% | -7.6% |
| 30D | -18.1% | -1.9% | -16.2% | -17.9% |
| 3M | -25.8% | -0.2% | -25.6% | -25.7% |
| 6M | -41.7% | -7.1% | -34.6% | -41.1% |
| YTD | -36.2% | +6.1% | -42.3% | -36.7% |
| 1Y | -42.1% | +10.1% | -52.2% | -42.9% |
| 3Y | -46.2% | +46.9% | -93.0% | -50.2% |
| 5Y | -70.7% | +50.0% | -120.7% | -73.3% |
| All | +34.5% | +114.2% | -79.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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