-44.2%
QXO vs FGI
-70.4%
+26.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -1.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | -16.0% | +65.4% | -81.4% | -18.2% |
| 3M | -17.7% | +23.5% | -41.2% | -19.3% |
| 6M | -42.6% | +60.5% | -103.1% | -44.9% |
| YTD | -30.8% | +30.0% | -60.8% | -33.1% |
| 1Y | -35.3% | +82.1% | -117.4% | -38.9% |
| 3Y | -46.3% | -4.4% | -41.9% | -49.3% |
| All | -44.2% | -70.4% | +26.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling