-5.4%
QXO vs FIS
+51.9%
-57.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.6% |
| 7D | -3.9% | -9.1% | +5.2% | -2.6% |
| 30D | -17.4% | -10.4% | -6.9% | -16.1% |
| 3M | -22.5% | -3.7% | -18.8% | -22.3% |
| 6M | -41.4% | -24.8% | -16.6% | -39.3% |
| YTD | -34.1% | -41.6% | +7.5% | -29.2% |
| 1Y | -40.8% | -42.7% | +1.9% | -36.3% |
| 3Y | -43.9% | -26.2% | -17.7% | -42.0% |
| 5Y | -69.6% | -66.1% | -3.5% | -65.7% |
| 10Y | +41.0% | -40.9% | +81.8% | +65.6% |
| All | -5.4% | +51.9% | -57.3% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling