-8.4%
QXO vs BRO
+513.0%
-521.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | -7.3% | -0.5% | -5.8% |
| 30D | -18.1% | -6.9% | -11.2% | -16.5% |
| 3M | -25.8% | +10.7% | -36.4% | -28.5% |
| 6M | -41.7% | -2.7% | -39.0% | -41.8% |
| YTD | -36.2% | -16.3% | -19.9% | -33.4% |
| 1Y | -42.1% | -29.1% | -13.0% | -36.5% |
| 3Y | -46.2% | -7.8% | -38.3% | -46.5% |
| 5Y | -70.7% | +18.7% | -89.5% | -73.6% |
| 10Y | +36.5% | +291.9% | -255.4% | -2.4% |
| All | -8.4% | +513.0% | -521.4% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling