-42.1%
QXO vs FSLY
+210.9%
-253.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -7.8% | +12.5% | -20.3% | -8.2% |
| 30D | -18.1% | -18.8% | +0.7% | -17.7% |
| 3M | -25.8% | +22.7% | -48.4% | -26.2% |
| 6M | -41.7% | -3.7% | -38.0% | -41.8% |
| YTD | -36.2% | +127.5% | -163.7% | -36.3% |
| 1Y | -42.1% | +193.5% | -235.6% | -43.3% |
| All | -42.1% | +210.9% | -253.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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