+34.5%
QXO vs BN
+265.2%
-230.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.8% | -5.2% | -2.6% | -6.0% |
| 30D | -18.1% | -14.5% | -3.6% | -13.4% |
| 3M | -25.8% | -15.0% | -10.8% | -21.2% |
| 6M | -41.7% | -5.4% | -36.3% | -40.0% |
| YTD | -36.2% | -16.4% | -19.7% | -31.7% |
| 1Y | -42.1% | -16.2% | -25.9% | -38.0% |
| 3Y | -46.2% | +67.5% | -113.7% | -53.9% |
| 5Y | -70.7% | +34.1% | -104.8% | -73.7% |
| All | +34.5% | +265.2% | -230.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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