+11.4%
QXO vs BURL
+244.4%
-233.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.5% | -6.8% |
| 7D | +10.1% | +0.4% | +9.6% | +10.1% |
| 30D | +16.2% | -4.3% | +20.6% | +17.8% |
| 3M | -14.8% | -28.8% | +14.0% | -7.8% |
| 6M | -27.8% | -12.8% | -15.0% | -25.6% |
| YTD | -33.6% | -12.8% | -20.8% | -31.4% |
| 1Y | -31.8% | -12.3% | -19.6% | -30.0% |
| 3Y | -46.8% | +92.7% | -139.5% | -55.1% |
| 5Y | -63.6% | -6.5% | -57.1% | -65.9% |
| All | +11.4% | +244.4% | -233.0% | -42.7% |
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