-39.7%
QXO vs BURL
-12.4%
-27.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.7% |
| 7D | +2.9% | -2.6% | +5.4% | +3.9% |
| 30D | -18.0% | -30.8% | +12.8% | -4.8% |
| 3M | -14.7% | -18.7% | +3.9% | -8.0% |
| 6M | -39.2% | -16.4% | -22.8% | -35.2% |
| YTD | -31.3% | -11.6% | -19.7% | -27.8% |
| 1Y | -39.7% | -12.0% | -27.7% | -36.5% |
| All | -39.7% | -12.4% | -27.3% | -36.5% |
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