+34.5%
QXO vs FIVN
+118.5%
-84.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -7.8% | -7.8% | +0.1% | -6.3% |
| 30D | -18.1% | -1.7% | -16.4% | -18.0% |
| 3M | -25.8% | +47.2% | -72.9% | -32.0% |
| 6M | -41.7% | +82.7% | -124.4% | -50.4% |
| YTD | -36.2% | +52.9% | -89.1% | -44.0% |
| 1Y | -42.1% | +17.5% | -59.6% | -46.3% |
| 3Y | -46.2% | -55.8% | +9.7% | -38.2% |
| 5Y | -70.7% | -82.3% | +11.6% | -63.8% |
| All | +34.5% | +118.5% | -84.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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