-34.8%
QXO vs NVT
+731.8%
-766.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.9% |
| 7D | -7.8% | +4.1% | -11.9% | -8.7% |
| 30D | -18.1% | -5.1% | -13.0% | -17.3% |
| 3M | -25.8% | -1.2% | -24.6% | -26.0% |
| 6M | -41.7% | +46.6% | -88.3% | -46.8% |
| YTD | -36.2% | +60.0% | -96.2% | -42.9% |
| 1Y | -42.1% | +70.8% | -112.9% | -48.9% |
| 3Y | -46.2% | +187.5% | -233.7% | -59.1% |
| 5Y | -70.7% | +426.1% | -496.9% | -80.9% |
| All | -34.8% | +731.8% | -766.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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