-0.7%
QXO vs FE
+91.1%
-91.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.3% | +1.9% | -3.2% | -1.2% |
| 30D | -16.0% | -1.2% | -14.9% | -16.1% |
| 3M | -17.7% | +3.5% | -21.2% | -17.7% |
| 6M | -42.6% | -6.1% | -36.5% | -42.7% |
| YTD | -30.8% | +7.6% | -38.4% | -30.6% |
| 1Y | -35.3% | +11.9% | -47.2% | -35.1% |
| 3Y | -46.3% | +48.4% | -94.7% | -45.7% |
| 5Y | -69.2% | +44.8% | -114.0% | -68.8% |
| 10Y | +62.1% | +115.9% | -53.8% | +83.4% |
| All | -0.7% | +91.1% | -91.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling