-25.0%
QXO vs VCLT
-3.2%
-21.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +4.4% |
| 7D | +16.6% | +0.4% | +16.2% | +14.9% |
| 30D | +6.6% | +3.9% | +2.6% | -6.7% |
| 3M | -17.5% | -1.9% | -15.5% | -10.4% |
| 6M | -33.8% | -2.6% | -31.2% | -24.8% |
| YTD | -34.4% | -3.1% | -31.3% | -25.1% |
| 1Y | -25.0% | -3.6% | -21.4% | -12.6% |
| All | -25.0% | -3.2% | -21.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling