+34.5%
QXO vs VICR
+1,679.8%
-1,645.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.0% |
| 7D | -7.8% | +5.0% | -12.8% | -8.3% |
| 30D | -18.1% | -12.5% | -5.6% | -17.2% |
| 3M | -25.8% | -33.6% | +7.8% | -23.4% |
| 6M | -41.7% | +10.7% | -52.4% | -43.4% |
| YTD | -36.2% | +80.6% | -116.8% | -40.9% |
| 1Y | -42.1% | +288.4% | -330.5% | -49.9% |
| 3Y | -46.2% | +213.8% | -259.9% | -54.4% |
| 5Y | -70.7% | +58.8% | -129.6% | -74.8% |
| All | +34.5% | +1,679.8% | -1,645.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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