-25.0%
QXO vs NTAP
+66.6%
-91.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +8.2% |
| 7D | +16.6% | -16.1% | +32.7% | +18.2% |
| 30D | +6.6% | -15.9% | +22.5% | +8.1% |
| 3M | -17.5% | -1.2% | -16.2% | -18.1% |
| 6M | -33.8% | +70.1% | -103.8% | -42.8% |
| YTD | -34.4% | +77.9% | -112.3% | -44.6% |
| 1Y | -25.0% | +68.1% | -93.1% | -33.2% |
| All | -25.0% | +66.6% | -91.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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