-39.8%
QXO vs FPS
-13.7%
-26.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -17.3% | +25.4% | +11.4% |
| 7D | +16.6% | -23.3% | +39.9% | +22.0% |
| 30D | +6.6% | -42.4% | +49.0% | +19.1% |
| 3M | -17.5% | -43.0% | +25.6% | -8.1% |
| 6M | -33.8% | -44.5% | +10.7% | -28.8% |
| All | -39.8% | -13.7% | -26.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling