-46.2%
QXO vs FLR
+54.2%
-100.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.2% |
| 7D | -7.8% | -3.5% | -4.3% | -6.7% |
| 30D | -18.1% | +4.2% | -22.3% | -19.2% |
| 3M | -25.8% | +8.1% | -33.8% | -27.7% |
| 6M | -41.7% | +21.5% | -63.2% | -45.3% |
| YTD | -36.2% | +36.8% | -72.9% | -41.8% |
| 1Y | -42.1% | +31.2% | -73.3% | -46.6% |
| 3Y | -46.2% | +53.9% | -100.0% | -57.6% |
| All | -46.2% | +54.2% | -100.3% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling