+260.3%
NEM vs QXO
-8.6%
+268.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.0% |
| 7D | -3.3% | -8.7% | +5.4% | -3.2% |
| 30D | +7.8% | -21.0% | +28.8% | +8.1% |
| 3M | +36.3% | -18.4% | +54.6% | +36.5% |
| 6M | +6.6% | -43.0% | +49.6% | +7.2% |
| YTD | +27.1% | -36.3% | +63.4% | +27.7% |
| 1Y | +62.3% | -42.8% | +105.1% | +63.2% |
| 3Y | +245.1% | -45.8% | +290.8% | +238.8% |
| 5Y | +154.0% | -70.8% | +224.8% | +149.8% |
| 10Y | +311.0% | +36.3% | +274.7% | +293.1% |
| All | +260.3% | -8.6% | +268.9% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling