-46.2%
QXO vs BLDR
-57.1%
+10.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -7.8% | -8.2% | +0.4% | -6.0% |
| 30D | -18.1% | -16.6% | -1.5% | -14.7% |
| 3M | -25.8% | -23.2% | -2.6% | -21.2% |
| 6M | -41.7% | -33.7% | -8.0% | -37.5% |
| YTD | -36.2% | -41.3% | +5.1% | -30.8% |
| 1Y | -42.1% | -58.8% | +16.7% | -38.4% |
| 3Y | -46.2% | -57.5% | +11.3% | -22.3% |
| All | -46.2% | -57.1% | +10.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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