-8.6%
QXO vs VCLT
+54.1%
-62.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -8.7% | -1.3% | -7.4% | -8.5% |
| 30D | -21.0% | -1.1% | -19.8% | -20.8% |
| 3M | -18.4% | -3.7% | -14.7% | -17.8% |
| 6M | -43.0% | -4.0% | -39.0% | -42.6% |
| YTD | -36.3% | -3.4% | -32.9% | -35.8% |
| 1Y | -42.8% | -4.1% | -38.6% | -42.3% |
| 3Y | -45.8% | +11.0% | -56.7% | -46.2% |
| 5Y | -70.8% | -17.0% | -53.8% | -69.4% |
| 10Y | +36.3% | +16.7% | +19.6% | +43.2% |
| All | -8.6% | +54.1% | -62.7% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling