-8.6%
QXO vs NTAP
+527.3%
-535.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -8.7% | -1.0% | -7.7% | -8.5% |
| 30D | -21.0% | -7.5% | -13.5% | -19.7% |
| 3M | -18.4% | +14.6% | -33.0% | -21.2% |
| 6M | -43.0% | +91.0% | -134.0% | -51.8% |
| YTD | -36.3% | +73.7% | -110.0% | -45.0% |
| 1Y | -42.8% | +51.2% | -94.0% | -48.9% |
| 3Y | -45.8% | +146.1% | -191.9% | -57.0% |
| 5Y | -70.8% | +122.8% | -193.6% | -76.6% |
| 10Y | +36.3% | +585.5% | -549.1% | -27.5% |
| All | -8.6% | +527.3% | -535.9% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling