-70.8%
QXO vs FLUT
-50.9%
-19.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -18.1% | +2.5% | -20.6% | -18.7% |
| 3M | -25.8% | -9.2% | -16.5% | -24.7% |
| 6M | -41.7% | -8.2% | -33.5% | -41.3% |
| YTD | -36.2% | -53.2% | +17.1% | -24.7% |
| 1Y | -42.1% | -65.6% | +23.5% | -26.9% |
| 3Y | -46.2% | -43.6% | -2.6% | -40.6% |
| All | -70.8% | -50.9% | -19.9% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling