-46.2%
QXO vs VGT
+123.9%
-170.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -18.1% | -0.4% | -17.7% | -17.9% |
| 3M | -25.8% | +4.4% | -30.2% | -27.4% |
| 6M | -41.7% | +32.1% | -73.8% | -49.6% |
| YTD | -36.2% | +28.8% | -65.0% | -44.3% |
| 1Y | -42.1% | +35.3% | -77.4% | -50.1% |
| 3Y | -46.2% | +124.8% | -170.9% | -49.9% |
| All | -46.2% | +123.9% | -170.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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