-8.6%
QXO vs NSC
+553.1%
-561.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.7% | -1.4% | -7.3% | -8.4% |
| 30D | -21.0% | -3.4% | -17.6% | -20.4% |
| 3M | -18.4% | +5.1% | -23.5% | -19.2% |
| 6M | -43.0% | +9.2% | -52.2% | -44.0% |
| YTD | -36.3% | +13.4% | -49.7% | -37.8% |
| 1Y | -42.8% | +20.8% | -63.6% | -44.7% |
| 3Y | -45.8% | +76.1% | -121.8% | -51.5% |
| 5Y | -70.8% | +45.3% | -116.0% | -73.4% |
| 10Y | +36.3% | +335.7% | -299.4% | +6.2% |
| All | -8.6% | +553.1% | -561.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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