-69.6%
QXO vs BROS
+33.7%
-103.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.8% |
| 7D | -8.7% | -6.1% | -2.6% | -7.8% |
| 30D | -21.0% | -12.4% | -8.6% | -19.3% |
| 3M | -18.4% | -27.9% | +9.5% | -14.3% |
| 6M | -43.0% | -16.8% | -26.2% | -41.6% |
| YTD | -36.3% | -29.0% | -7.2% | -33.4% |
| 1Y | -42.8% | -33.2% | -9.6% | -39.8% |
| 3Y | -45.8% | +56.8% | -102.5% | -50.6% |
| All | -69.6% | +33.7% | -103.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling