+34.3%
QXO vs VCIT
+28.8%
+5.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -8.7% | -1.0% | -7.6% | -8.4% |
| 30D | -21.0% | -1.3% | -19.6% | -20.6% |
| 3M | -18.4% | -1.6% | -16.8% | -17.9% |
| 6M | -43.0% | -2.3% | -40.7% | -42.6% |
| YTD | -36.3% | -1.7% | -34.6% | -35.8% |
| 1Y | -42.8% | -0.7% | -42.0% | -42.4% |
| 3Y | -45.8% | +18.1% | -63.9% | -45.8% |
| 5Y | -70.8% | +2.4% | -73.2% | -69.2% |
| All | +34.3% | +28.8% | +5.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling