+32.6%
NET vs QXO
-67.9%
+100.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.1% | -10.7% | -2.9% |
| 7D | -16.4% | +16.6% | -32.9% | -16.9% |
| 30D | -25.8% | +6.6% | -32.4% | -26.1% |
| 3M | -11.5% | -17.5% | +5.9% | -11.0% |
| 6M | +18.9% | -33.8% | +52.7% | +20.3% |
| YTD | +35.2% | -34.4% | +69.6% | +36.5% |
| 1Y | +14.5% | -25.0% | +39.4% | +15.0% |
| 3Y | +313.8% | -44.3% | +358.1% | +263.5% |
| 5Y | +32.6% | -67.6% | +100.2% | +18.1% |
| All | +32.6% | -67.9% | +100.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling