-47.0%
QXO vs FGI
-16.0%
-31.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -25.2% | +23.5% | -1.3% |
| 7D | +9.0% | -14.4% | +23.4% | +9.1% |
| 30D | +22.0% | -11.8% | +33.7% | +22.1% |
| 3M | -15.4% | -46.2% | +30.9% | -14.9% |
| 6M | -26.0% | +5.2% | -31.1% | -26.7% |
| YTD | -34.7% | +10.5% | -45.2% | -35.7% |
| 1Y | -28.0% | +25.5% | -53.5% | -29.2% |
| 3Y | -47.0% | -16.0% | -31.0% | -37.0% |
| All | -47.0% | -16.0% | -31.0% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling