-48.6%
QXO vs FGI
-66.2%
+17.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.4% | -12.7% | -3.5% |
| 7D | -8.7% | +22.8% | -31.5% | -9.1% |
| 30D | -21.0% | +85.9% | -106.9% | -23.2% |
| 3M | -18.4% | +32.4% | -50.8% | -20.0% |
| 6M | -43.0% | +106.3% | -149.4% | -45.6% |
| YTD | -36.3% | +48.4% | -84.7% | -38.6% |
| 1Y | -42.8% | +116.4% | -159.2% | -46.2% |
| 3Y | -45.8% | +9.2% | -54.9% | -49.0% |
| All | -48.6% | -66.2% | +17.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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