-42.1%
QXO vs BRO
-27.7%
-14.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | -7.3% | -0.5% | -7.3% |
| 30D | -18.1% | -6.9% | -11.2% | -17.8% |
| 3M | -25.8% | +10.7% | -36.4% | -27.1% |
| 6M | -41.7% | -2.7% | -39.0% | -40.4% |
| YTD | -36.2% | -16.3% | -19.9% | -30.7% |
| 1Y | -42.1% | -29.1% | -13.0% | -36.3% |
| All | -42.1% | -27.7% | -14.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling