+72.7%
NEM vs QXO
-34.8%
+107.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +23.1% | -16.0% | +39.1% | +28.6% |
| 3M | +18.5% | -17.7% | +36.2% | +23.5% |
| 6M | +7.8% | -42.6% | +50.4% | +21.4% |
| YTD | +29.1% | -30.8% | +59.9% | +42.3% |
| 1Y | +72.7% | -35.3% | +108.0% | +86.7% |
| All | +72.7% | -34.8% | +107.5% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling