-70.8%
QXO vs BRO
+17.6%
-88.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | -7.3% | -0.5% | -6.0% |
| 30D | -18.1% | -6.9% | -11.2% | -16.7% |
| 3M | -25.8% | +10.7% | -36.4% | -28.4% |
| 6M | -41.7% | -2.7% | -39.0% | -41.7% |
| YTD | -36.2% | -16.3% | -19.9% | -33.0% |
| 1Y | -42.1% | -29.1% | -13.0% | -36.1% |
| 3Y | -46.2% | -7.8% | -38.3% | -46.2% |
| All | -70.8% | +17.6% | -88.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling