-46.2%
QXO vs VICR
+209.3%
-255.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.9% |
| 7D | -7.8% | +5.0% | -12.8% | -8.7% |
| 30D | -18.1% | -12.5% | -5.6% | -16.6% |
| 3M | -25.8% | -33.6% | +7.8% | -21.7% |
| 6M | -41.7% | +10.7% | -52.4% | -45.6% |
| YTD | -36.2% | +80.6% | -116.8% | -45.8% |
| 1Y | -42.1% | +288.4% | -330.5% | -57.4% |
| 3Y | -46.2% | +213.8% | -259.9% | -63.1% |
| All | -46.2% | +209.3% | -255.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling