+33.2%
NEE vs QXO
-47.1%
+80.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -7.8% | +6.4% | -1.3% |
| 30D | -3.3% | -18.1% | +14.8% | -3.2% |
| 3M | -2.3% | -25.8% | +23.5% | -2.1% |
| 6M | -8.9% | -41.7% | +32.9% | -8.6% |
| YTD | +4.8% | -36.2% | +41.0% | +5.0% |
| 1Y | +18.7% | -42.1% | +60.8% | +19.0% |
| 3Y | +33.2% | -46.2% | +79.4% | +38.4% |
| All | +33.2% | -47.1% | +80.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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