+10.4%
QXO vs BURL
+1,051.1%
-1,040.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | -16.0% | -28.2% | +12.1% | -11.0% |
| 3M | -17.7% | -17.6% | -0.2% | -15.0% |
| 6M | -42.6% | -11.8% | -30.8% | -41.4% |
| YTD | -30.8% | -8.1% | -22.7% | -29.8% |
| 1Y | -35.3% | -12.0% | -23.4% | -34.2% |
| 3Y | -46.3% | +63.3% | -109.6% | -51.8% |
| 5Y | -69.2% | -10.8% | -58.4% | -70.8% |
| 10Y | +62.1% | +215.9% | -153.8% | +34.1% |
| All | +10.4% | +1,051.1% | -1,040.7% | +43.1% |
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