-49.9%
QXO vs NVD
-99.1%
+49.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -7.8% | +10.8% | -18.6% | -6.8% |
| 30D | -18.1% | +0.8% | -18.9% | -17.7% |
| 3M | -25.8% | -20.8% | -4.9% | -26.5% |
| 6M | -41.7% | -41.2% | -0.6% | -43.2% |
| YTD | -36.2% | -44.2% | +8.0% | -37.9% |
| 1Y | -42.1% | -54.2% | +12.1% | -43.9% |
| 3Y | -46.2% | -99.1% | +53.0% | +1.5% |
| All | -49.9% | -99.1% | +49.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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