-67.0%
QXO vs VCIT
+3.7%
-70.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -18.0% | -0.8% | -17.2% | -17.8% |
| 3M | -14.7% | -0.5% | -14.2% | -14.5% |
| 6M | -39.2% | -1.4% | -37.8% | -39.1% |
| YTD | -31.3% | -0.8% | -30.5% | -31.1% |
| 1Y | -39.7% | +0.3% | -40.0% | -39.4% |
| 3Y | -41.5% | +19.2% | -60.7% | -39.0% |
| 5Y | -67.0% | +3.6% | -70.6% | -59.2% |
| All | -67.0% | +3.7% | -70.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling