-0.7%
QXO vs VCIT
+59.6%
-60.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | -16.0% | -0.8% | -15.3% | -16.0% |
| 3M | -17.7% | -1.0% | -16.7% | -17.7% |
| 6M | -42.6% | -1.8% | -40.8% | -42.7% |
| YTD | -30.8% | -0.7% | -30.1% | -30.8% |
| 1Y | -35.3% | +1.0% | -36.3% | -35.1% |
| 3Y | -46.3% | +18.8% | -65.1% | -44.4% |
| 5Y | -69.2% | +3.5% | -72.7% | -68.5% |
| 10Y | +62.1% | +29.2% | +32.9% | +95.6% |
| All | -0.7% | +59.6% | -60.3% | -48.5% |
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