-70.4%
QXO vs FRSH
-72.5%
+2.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | -6.6% | -1.2% | -7.1% |
| 30D | -18.1% | +2.1% | -20.2% | -18.4% |
| 3M | -25.8% | +29.0% | -54.7% | -28.2% |
| 6M | -41.7% | +48.6% | -90.3% | -45.0% |
| YTD | -36.2% | -2.9% | -33.2% | -36.4% |
| 1Y | -42.1% | -7.9% | -34.2% | -41.9% |
| 3Y | -46.2% | -46.5% | +0.4% | -43.3% |
| All | -70.4% | -72.5% | +2.1% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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