-46.2%
QXO vs NTRA
+507.7%
-553.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -18.1% | +4.1% | -22.2% | -19.2% |
| 3M | -25.8% | +50.0% | -75.8% | -36.0% |
| 6M | -41.7% | +67.3% | -109.0% | -52.1% |
| YTD | -36.2% | +43.6% | -79.8% | -45.0% |
| 1Y | -42.1% | +89.2% | -131.3% | -54.8% |
| 3Y | -46.2% | +502.5% | -548.7% | -71.1% |
| All | -46.2% | +507.7% | -553.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling