+34.5%
QXO vs FTI
+305.3%
-270.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -7.8% | -4.4% | -3.4% | -7.2% |
| 30D | -18.1% | +1.5% | -19.6% | -18.3% |
| 3M | -25.8% | +8.2% | -34.0% | -26.9% |
| 6M | -41.7% | +18.8% | -60.5% | -43.6% |
| YTD | -36.2% | +71.7% | -107.9% | -41.6% |
| 1Y | -42.1% | +90.0% | -132.1% | -48.0% |
| 3Y | -46.2% | +270.5% | -316.6% | -56.9% |
| 5Y | -70.7% | +1,084.5% | -1,155.3% | -81.4% |
| All | +34.5% | +305.3% | -270.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling