-39.6%
QXO vs FPS
+19.2%
-58.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.6% |
| 7D | -3.9% | +5.3% | -9.2% | -5.6% |
| 30D | -17.4% | -17.6% | +0.2% | -11.8% |
| 3M | -22.5% | -45.8% | +23.3% | -4.8% |
| 6M | -41.4% | -10.1% | -31.3% | -43.8% |
| All | -39.6% | +19.2% | -58.8% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling