-70.8%
QXO vs FIS
-64.9%
-5.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | -7.9% | +0.1% | -6.8% |
| 30D | -18.1% | -8.0% | -10.1% | -17.3% |
| 3M | -25.8% | +0.6% | -26.4% | -26.0% |
| 6M | -41.7% | -22.2% | -19.5% | -40.0% |
| YTD | -36.2% | -40.8% | +4.6% | -31.4% |
| 1Y | -42.1% | -41.5% | -0.6% | -37.7% |
| 3Y | -46.2% | -25.5% | -20.7% | -43.7% |
| All | -70.8% | -64.9% | -5.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 5y: compounded portfolio wealth divided by compounded FIS 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…
5y analysis · Full analysis span regression · 6 months rolling