-47.0%
QXO vs VCIT
+19.0%
-66.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | +9.0% | -1.4% | +10.4% | +10.0% |
| 30D | +22.0% | +0.6% | +21.4% | +21.9% |
| 3M | -15.4% | -2.2% | -13.2% | -14.8% |
| 6M | -26.0% | -2.3% | -23.7% | -25.7% |
| YTD | -34.7% | -2.2% | -32.5% | -34.7% |
| 1Y | -28.0% | -1.4% | -26.6% | -27.1% |
| 3Y | -47.0% | +18.7% | -65.8% | +502.3% |
| All | -47.0% | +19.0% | -66.1% | +502.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling