-25.0%
QXO vs FIGR
-41.8%
+16.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.2% | +3.9% | +7.5% |
| 7D | +16.6% | -1.3% | +17.9% | +16.8% |
| 30D | +6.6% | -17.6% | +24.2% | +9.2% |
| 3M | -17.5% | -16.7% | -0.8% | -15.8% |
| 6M | -33.8% | -36.1% | +2.3% | -30.8% |
| YTD | -34.4% | -43.6% | +9.3% | -35.3% |
| 1Y | -25.0% | -39.8% | +14.9% | -27.3% |
| All | -25.0% | -41.8% | +16.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling