-66.6%
QXO vs NVTS
-20.2%
-46.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.0% |
| 7D | -8.7% | +0.5% | -9.1% | -8.7% |
| 30D | -21.0% | -18.0% | -2.9% | -19.9% |
| 3M | -18.4% | -45.6% | +27.2% | -15.3% |
| 6M | -43.0% | +28.5% | -71.5% | -45.2% |
| YTD | -36.3% | +56.2% | -92.5% | -39.8% |
| 1Y | -42.8% | +97.7% | -140.5% | -47.2% |
| 3Y | -45.8% | +35.0% | -80.8% | -49.0% |
| All | -66.6% | -20.2% | -46.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling