-41.4%
QXO vs FPS
-1.0%
-40.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.8% |
| 7D | -3.9% | +5.3% | -9.2% | -5.4% |
| 30D | -17.4% | -17.6% | +0.2% | -12.5% |
| 3M | -22.5% | -45.8% | +23.3% | -7.6% |
| 6M | -41.4% | -10.1% | -31.3% | -43.5% |
| All | -41.4% | -1.0% | -40.4% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling