+34.5%
QXO vs VFC
-69.1%
+103.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.0% |
| 7D | -7.8% | -1.4% | -6.4% | -7.5% |
| 30D | -18.1% | -9.0% | -9.1% | -16.1% |
| 3M | -25.8% | -24.2% | -1.6% | -20.4% |
| 6M | -41.7% | -18.5% | -23.2% | -38.5% |
| YTD | -36.2% | -25.9% | -10.3% | -31.0% |
| 1Y | -42.1% | -13.0% | -29.1% | -40.1% |
| 3Y | -46.2% | -20.3% | -25.8% | -48.4% |
| 5Y | -70.7% | -78.1% | +7.4% | -63.4% |
| All | +34.5% | -69.1% | +103.6% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling