-42.1%
QXO vs NVTS
+105.1%
-147.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | -7.8% | -1.4% | -6.3% | -7.6% |
| 30D | -18.1% | -16.5% | -1.6% | -16.1% |
| 3M | -25.8% | -47.6% | +21.9% | -20.2% |
| 6M | -41.7% | +7.3% | -49.0% | -46.0% |
| YTD | -36.2% | +62.9% | -99.1% | -45.5% |
| 1Y | -42.1% | +91.3% | -133.4% | -53.4% |
| All | -42.1% | +105.1% | -147.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling