+0.6%
QXO vs VG
-46.6%
+47.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.7% |
| 7D | +9.1% | +5.5% | +3.6% | +9.2% |
| 30D | +29.8% | -3.6% | +33.4% | +29.7% |
| 3M | -11.2% | -4.0% | -7.2% | -11.3% |
| 6M | -25.1% | +9.4% | -34.5% | -25.9% |
| YTD | -28.4% | +86.6% | -115.0% | -36.4% |
| 1Y | -27.4% | +69.5% | -96.9% | -34.7% |
| All | +0.6% | -46.6% | +47.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling