-49.6%
QXO vs BURL
+86.7%
-136.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +4.7% | +4.1% | +0.6% | +3.4% |
| 30D | +2.2% | -9.5% | +11.7% | +6.1% |
| 3M | -23.8% | -33.5% | +9.7% | -12.5% |
| 6M | -41.4% | -22.1% | -19.3% | -36.7% |
| YTD | -40.1% | -14.6% | -25.5% | -36.8% |
| 1Y | -28.4% | -8.4% | -20.0% | -26.5% |
| 3Y | -49.6% | +86.6% | -136.1% | -67.7% |
| All | -49.6% | +86.7% | -136.3% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling