-35.3%
QXO vs NTAP
+61.4%
-96.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -16.0% | -0.5% | -15.5% | -16.2% |
| 3M | -17.7% | +4.1% | -21.8% | -18.8% |
| 6M | -42.6% | +88.0% | -130.6% | -54.6% |
| YTD | -30.8% | +75.6% | -106.4% | -43.0% |
| 1Y | -35.3% | +58.9% | -94.2% | -42.9% |
| All | -35.3% | +61.4% | -96.7% | -42.9% |
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