-25.0%
QXO vs BURL
-4.6%
-20.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.7% | +0.4% | +4.4% |
| 7D | +16.6% | +10.4% | +6.2% | +11.4% |
| 30D | +6.6% | -4.9% | +11.5% | +8.8% |
| 3M | -17.5% | -29.8% | +12.3% | -4.9% |
| 6M | -33.8% | -16.5% | -17.3% | -30.2% |
| YTD | -34.4% | -10.5% | -23.8% | -31.1% |
| 1Y | -25.0% | -5.3% | -19.6% | -22.0% |
| All | -25.0% | -4.6% | -20.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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