-56.8%
QXO vs FIVE
+868.1%
-925.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.5% |
| 7D | -1.3% | +4.3% | -5.5% | -1.8% |
| 30D | -16.0% | +12.5% | -28.5% | -17.3% |
| 3M | -17.7% | +31.2% | -49.0% | -20.6% |
| 6M | -42.6% | +14.4% | -57.0% | -43.7% |
| YTD | -30.8% | +33.9% | -64.7% | -33.4% |
| 1Y | -35.3% | +65.1% | -100.4% | -39.3% |
| 3Y | -46.3% | +49.0% | -95.3% | -49.8% |
| 5Y | -69.2% | +30.3% | -99.5% | -71.2% |
| 10Y | +62.1% | +481.1% | -419.0% | +29.1% |
| All | -56.8% | +868.1% | -925.0% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling