-0.7%
QXO vs FICO
+2,098.7%
-2,099.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | -0.1% |
| 7D | -1.3% | -19.2% | +17.9% | -0.5% |
| 30D | -16.0% | -14.6% | -1.4% | -15.5% |
| 3M | -17.7% | -20.1% | +2.3% | -17.3% |
| 6M | -42.6% | -36.3% | -6.3% | -41.8% |
| YTD | -30.8% | -44.9% | +14.1% | -29.5% |
| 1Y | -35.3% | -38.6% | +3.3% | -34.3% |
| 3Y | -46.3% | +4.0% | -50.3% | -45.7% |
| 5Y | -69.2% | +99.5% | -168.7% | -69.4% |
| 10Y | +62.1% | +604.7% | -542.5% | +120.5% |
| All | -0.7% | +2,098.7% | -2,099.4% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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