-42.1%
QXO vs FIGR
-3.1%
-39.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | -7.8% | -3.0% | -4.8% | -7.5% |
| 30D | -18.1% | +13.7% | -31.8% | -19.6% |
| 3M | -25.8% | +23.9% | -49.6% | -28.1% |
| 6M | -41.7% | -8.4% | -33.3% | -42.2% |
| YTD | -36.2% | -14.6% | -21.6% | -38.6% |
| 1Y | -42.1% | +12.1% | -54.2% | -45.9% |
| All | -42.1% | -3.1% | -39.0% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling