-31.8%
QXO vs FOXA
+92.4%
-124.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -7.8% | +0.8% | -8.6% | -8.0% |
| 30D | -18.1% | +5.0% | -23.1% | -19.3% |
| 3M | -25.8% | -3.0% | -22.7% | -25.8% |
| 6M | -41.7% | +14.8% | -56.5% | -44.7% |
| YTD | -36.2% | -8.9% | -27.3% | -35.3% |
| 1Y | -42.1% | +13.3% | -55.4% | -45.1% |
| 3Y | -46.2% | +115.4% | -161.6% | -58.2% |
| 5Y | -70.7% | +95.3% | -166.0% | -76.9% |
| All | -31.8% | +92.4% | -124.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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