+34.5%
QXO vs FLUT
-9.3%
+43.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -18.1% | +2.5% | -20.6% | -18.4% |
| 3M | -25.8% | -9.2% | -16.5% | -25.1% |
| 6M | -41.7% | -8.2% | -33.5% | -41.4% |
| YTD | -36.2% | -53.2% | +17.1% | -29.9% |
| 1Y | -42.1% | -65.6% | +23.5% | -34.0% |
| 3Y | -46.2% | -43.6% | -2.6% | -42.5% |
| 5Y | -70.7% | -50.3% | -20.4% | -70.2% |
| All | +34.5% | -9.3% | +43.8% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling