-70.8%
QXO vs NTRS
+93.2%
-164.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -7.8% | +1.4% | -9.2% | -8.3% |
| 30D | -18.1% | -0.7% | -17.4% | -17.9% |
| 3M | -25.8% | +11.3% | -37.1% | -28.6% |
| 6M | -41.7% | +35.5% | -77.2% | -47.6% |
| YTD | -36.2% | +40.6% | -76.8% | -43.2% |
| 1Y | -42.1% | +49.2% | -91.3% | -49.3% |
| 3Y | -46.2% | +167.2% | -213.4% | -60.4% |
| All | -70.8% | +93.2% | -164.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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