-46.2%
QXO vs BROS
+59.1%
-105.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -7.8% | -5.8% | -2.0% | -7.0% |
| 30D | -18.1% | -14.0% | -4.1% | -16.5% |
| 3M | -25.8% | -32.5% | +6.7% | -22.0% |
| 6M | -41.7% | -14.9% | -26.8% | -40.4% |
| YTD | -36.2% | -28.3% | -7.9% | -34.1% |
| 1Y | -42.1% | -34.0% | -8.1% | -40.3% |
| 3Y | -46.2% | +63.0% | -109.1% | -32.8% |
| All | -46.2% | +59.1% | -105.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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