+5.3%
QXO vs FSLY
+5.6%
-0.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.7% | +7.5% | -16.2% | -9.5% |
| 30D | -21.0% | -21.1% | +0.1% | -19.0% |
| 3M | -18.4% | +21.8% | -40.2% | -21.1% |
| 6M | -43.0% | -0.1% | -42.9% | -45.3% |
| YTD | -36.3% | +123.1% | -159.4% | -46.7% |
| 1Y | -42.8% | +208.6% | -251.3% | -55.0% |
| 3Y | -45.8% | -1.3% | -44.5% | -53.0% |
| 5Y | -70.8% | -48.4% | -22.4% | -74.3% |
| All | +5.3% | +5.6% | -0.3% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling