-46.2%
QXO vs FIVE
+48.7%
-94.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.3% |
| 7D | -8.7% | +0.6% | -9.2% | -8.7% |
| 30D | -21.0% | +3.0% | -24.0% | -21.0% |
| 3M | -18.4% | +23.2% | -41.6% | -18.6% |
| 6M | -43.0% | +9.2% | -52.2% | -43.0% |
| YTD | -36.3% | +28.1% | -64.4% | -35.9% |
| 1Y | -42.8% | +65.3% | -108.0% | -41.7% |
| All | -46.2% | +48.7% | -94.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling