-46.2%
QXO vs VFC
-25.2%
-20.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.2% |
| 7D | -7.8% | -1.4% | -6.4% | -7.4% |
| 30D | -18.1% | -9.0% | -9.1% | -15.6% |
| 3M | -25.8% | -24.2% | -1.6% | -19.2% |
| 6M | -41.7% | -18.5% | -23.2% | -37.8% |
| YTD | -36.2% | -25.9% | -10.3% | -29.9% |
| 1Y | -42.1% | -13.0% | -29.1% | -39.6% |
| 3Y | -46.2% | -20.3% | -25.8% | -49.6% |
| All | -46.2% | -25.2% | -20.9% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling