-70.8%
QXO vs FSLY
-47.3%
-23.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -7.8% | +12.5% | -20.3% | -8.9% |
| 30D | -18.1% | -18.8% | +0.7% | -16.7% |
| 3M | -25.8% | +22.7% | -48.4% | -27.7% |
| 6M | -41.7% | -3.7% | -38.0% | -43.3% |
| YTD | -36.2% | +127.5% | -163.7% | -44.6% |
| 1Y | -42.1% | +193.5% | -235.6% | -51.9% |
| 3Y | -46.2% | -1.3% | -44.8% | -51.5% |
| All | -70.8% | -47.3% | -23.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling