-46.2%
QXO vs VCLT
+11.4%
-57.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.8% | -1.4% | -6.4% | -7.7% |
| 30D | -18.1% | -1.2% | -16.9% | -18.0% |
| 3M | -25.8% | -4.8% | -21.0% | -25.8% |
| 6M | -41.7% | -2.6% | -39.1% | -41.6% |
| YTD | -36.2% | -3.3% | -32.8% | -36.3% |
| 1Y | -42.1% | -4.8% | -37.3% | -42.8% |
| 3Y | -46.2% | +11.5% | -57.7% | -33.7% |
| All | -46.2% | +11.4% | -57.5% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling