-46.2%
QXO vs BB
+64.9%
-111.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | -12.5% | -5.6% | -16.7% |
| 3M | -25.8% | -17.4% | -8.3% | -24.5% |
| 6M | -41.7% | +119.1% | -160.9% | -48.9% |
| YTD | -36.2% | +102.4% | -138.6% | -43.5% |
| 1Y | -42.1% | +98.2% | -140.3% | -48.7% |
| 3Y | -46.2% | +46.9% | -93.1% | -58.2% |
| All | -46.2% | +64.9% | -111.1% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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