-70.8%
QXO vs BURL
-19.2%
-51.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -8.7% | -7.9% | -0.8% | -6.8% |
| 30D | -21.0% | -33.7% | +12.7% | -12.6% |
| 3M | -18.4% | -27.2% | +8.8% | -11.9% |
| 6M | -43.0% | -22.1% | -20.9% | -39.5% |
| YTD | -36.3% | -17.6% | -18.7% | -33.2% |
| 1Y | -42.8% | -14.9% | -27.9% | -40.8% |
| 3Y | -45.8% | +52.5% | -98.3% | -52.6% |
| 5Y | -70.8% | -17.1% | -53.7% | -70.3% |
| All | -70.8% | -19.2% | -51.6% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling