-70.8%
QXO vs NTAP
+140.4%
-211.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.4% | -1.4% |
| 7D | -7.8% | +7.4% | -15.2% | -9.1% |
| 30D | -18.1% | -1.4% | -16.7% | -18.0% |
| 3M | -25.8% | +24.6% | -50.3% | -29.2% |
| 6M | -41.7% | +105.9% | -147.6% | -51.1% |
| YTD | -36.2% | +88.5% | -124.7% | -45.4% |
| 1Y | -42.1% | +62.1% | -104.2% | -48.7% |
| 3Y | -46.2% | +169.1% | -215.2% | -57.5% |
| All | -70.8% | +140.4% | -211.2% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling