+13.5%
QXO vs BURL
+1,001.7%
-988.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +17.3% | +5.9% | +11.4% | +16.2% |
| 30D | +27.0% | -8.3% | +35.3% | +29.3% |
| 3M | -10.7% | -31.6% | +20.9% | -4.3% |
| 6M | -26.8% | -16.6% | -10.2% | -24.5% |
| YTD | -28.8% | -12.1% | -16.7% | -27.0% |
| 1Y | -25.4% | -10.0% | -15.4% | -24.0% |
| 3Y | -42.9% | +94.3% | -137.2% | -49.7% |
| 5Y | -61.6% | -13.2% | -48.4% | -63.3% |
| 10Y | +61.3% | +252.5% | -191.2% | +37.1% |
| All | +13.5% | +1,001.7% | -988.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling