-6.7%
QXO vs VG
-44.1%
+37.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.7% | -12.0% | -7.1% |
| 7D | +10.1% | +15.1% | -5.1% | +10.5% |
| 30D | +16.2% | -4.2% | +20.4% | +16.2% |
| 3M | -14.8% | -3.1% | -11.7% | -14.8% |
| 6M | -27.8% | +0.3% | -28.1% | -27.8% |
| YTD | -33.6% | +95.5% | -129.1% | -40.9% |
| 1Y | -31.8% | +64.4% | -96.3% | -37.8% |
| All | -6.7% | -44.1% | +37.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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