-8.6%
QXO vs FLR
+4.7%
-13.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.1% |
| 7D | -8.7% | -6.9% | -1.8% | -8.0% |
| 30D | -21.0% | +1.1% | -22.1% | -21.1% |
| 3M | -18.4% | +14.3% | -32.7% | -19.5% |
| 6M | -43.0% | +19.1% | -62.1% | -44.1% |
| YTD | -36.3% | +35.1% | -71.4% | -38.1% |
| 1Y | -42.8% | +29.5% | -72.3% | -44.2% |
| 3Y | -45.8% | +53.0% | -98.8% | -48.2% |
| 5Y | -70.8% | +238.9% | -309.7% | -73.6% |
| 10Y | +36.3% | +17.4% | +18.9% | +25.0% |
| All | -8.6% | +4.7% | -13.3% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling