-70.3%
QXO vs FIVE
+16.7%
-87.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +9.0% | +2.7% | +6.3% | +8.8% |
| 30D | +22.0% | +12.7% | +9.3% | +20.7% |
| 3M | -15.4% | +2.1% | -17.4% | -15.5% |
| 6M | -26.0% | +17.5% | -43.4% | -27.1% |
| YTD | -34.7% | +31.0% | -65.6% | -36.0% |
| 1Y | -28.0% | +67.7% | -95.7% | -30.5% |
| 3Y | -47.0% | +43.4% | -90.4% | -45.9% |
| All | -70.3% | +16.7% | -87.0% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling