-46.2%
QXO vs FLUT
-43.3%
-2.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | -8.7% | -3.6% | -5.1% | -8.1% |
| 30D | -21.0% | -0.3% | -20.6% | -21.0% |
| 3M | -18.4% | -12.6% | -5.8% | -16.8% |
| 6M | -43.0% | -8.0% | -35.0% | -42.7% |
| YTD | -36.3% | -54.1% | +17.8% | -25.6% |
| 1Y | -42.8% | -66.1% | +23.3% | -29.7% |
| All | -46.2% | -43.3% | -2.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling