+34.5%
QXO vs FTV
+80.7%
-46.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -7.8% | -4.0% | -3.8% | -6.8% |
| 30D | -18.1% | -11.0% | -7.1% | -15.7% |
| 3M | -25.8% | -8.4% | -17.3% | -24.0% |
| 6M | -41.7% | -2.6% | -39.2% | -41.1% |
| YTD | -36.2% | -0.6% | -35.6% | -36.2% |
| 1Y | -42.1% | +11.0% | -53.0% | -43.5% |
| 3Y | -46.2% | -6.3% | -39.8% | -46.0% |
| 5Y | -70.7% | -1.5% | -69.2% | -71.2% |
| All | +34.5% | +80.7% | -46.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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