-6.3%
QXO vs VCIT
+57.2%
-63.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +9.0% | -1.4% | +10.4% | +9.2% |
| 30D | +22.0% | +0.6% | +21.4% | +22.0% |
| 3M | -15.4% | -2.2% | -13.2% | -15.2% |
| 6M | -26.0% | -2.3% | -23.7% | -25.8% |
| YTD | -34.7% | -2.2% | -32.5% | -34.6% |
| 1Y | -28.0% | -1.4% | -26.6% | -27.8% |
| 3Y | -47.0% | +18.7% | -65.8% | -45.1% |
| 5Y | -64.2% | +3.6% | -67.8% | -63.2% |
| 10Y | +48.1% | +30.4% | +17.6% | +83.9% |
| All | -6.3% | +57.2% | -63.5% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling