+41.0%
QXO vs BURL
+188.6%
-147.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -2.5% |
| 7D | -3.9% | -7.0% | +3.1% | -2.2% |
| 30D | -17.4% | -35.6% | +18.3% | -8.3% |
| 3M | -22.5% | -26.3% | +3.8% | -16.8% |
| 6M | -41.4% | -20.7% | -20.7% | -38.2% |
| YTD | -34.1% | -17.2% | -16.9% | -31.2% |
| 1Y | -40.8% | -15.0% | -25.8% | -38.9% |
| 3Y | -43.9% | +53.2% | -97.1% | -51.3% |
| 5Y | -69.6% | -18.7% | -50.9% | -70.8% |
| 10Y | +41.0% | +192.1% | -151.1% | -32.2% |
| All | +41.0% | +188.6% | -147.6% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling