+120.2%
BKR vs QXO
+34.5%
+85.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -7.0% | -7.8% | +0.8% | -6.8% |
| 30D | -8.1% | -18.1% | +10.0% | -7.8% |
| 3M | -6.6% | -25.8% | +19.1% | -6.2% |
| 6M | +0.9% | -41.7% | +42.6% | +1.7% |
| YTD | +31.1% | -36.2% | +67.3% | +31.9% |
| 1Y | +27.7% | -42.1% | +69.8% | +28.7% |
| 3Y | +71.2% | -46.2% | +117.4% | +61.9% |
| 5Y | +177.6% | -70.7% | +248.4% | +163.7% |
| All | +120.2% | +34.5% | +85.7% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling