-46.2%
QXO vs BN
+70.0%
-116.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.8% | -5.2% | -2.6% | -5.5% |
| 30D | -18.1% | -14.5% | -3.6% | -11.9% |
| 3M | -25.8% | -15.0% | -10.8% | -19.8% |
| 6M | -41.7% | -5.4% | -36.3% | -39.3% |
| YTD | -36.2% | -16.4% | -19.7% | -30.8% |
| 1Y | -42.1% | -16.2% | -25.9% | -37.2% |
| 3Y | -46.2% | +67.5% | -113.7% | -45.5% |
| All | -46.2% | +70.0% | -116.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling