-70.8%
QXO vs VGT
+136.3%
-207.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 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% | -27.3% |
| 6M | -41.7% | +32.1% | -73.8% | -48.9% |
| YTD | -36.2% | +28.8% | -65.0% | -43.5% |
| 1Y | -42.1% | +35.3% | -77.4% | -49.6% |
| 3Y | -46.2% | +124.8% | -170.9% | -61.1% |
| All | -70.8% | +136.3% | -207.1% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling