-5.4%
QXO vs FFIV
+227.8%
-233.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -7.9% | -4.1% |
| 7D | -3.9% | +3.5% | -7.3% | -3.9% |
| 30D | -17.4% | -1.3% | -16.1% | -17.4% |
| 3M | -22.5% | +2.4% | -24.9% | -22.5% |
| 6M | -41.4% | +41.8% | -83.2% | -41.6% |
| YTD | -34.1% | +58.5% | -92.6% | -34.3% |
| 1Y | -40.8% | +24.3% | -65.2% | -41.2% |
| 3Y | -43.9% | +152.0% | -195.9% | -41.2% |
| 5Y | -69.6% | +99.1% | -168.7% | -67.9% |
| 10Y | +41.0% | +242.8% | -201.8% | +59.2% |
| All | -5.4% | +227.8% | -233.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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