-7.4%
QXO vs VG
-35.7%
+28.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -4.0% |
| 7D | -3.9% | +3.8% | -7.7% | -3.8% |
| 30D | -17.4% | +7.2% | -24.6% | -17.2% |
| 3M | -22.5% | +22.8% | -45.3% | -22.4% |
| 6M | -41.4% | +33.2% | -74.6% | -43.1% |
| YTD | -34.1% | +124.8% | -158.9% | -41.2% |
| 1Y | -40.8% | +15.8% | -56.7% | -42.3% |
| All | -7.4% | -35.7% | +28.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling