-46.2%
QXO vs VIG
+55.8%
-102.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.9% |
| 7D | -7.8% | -1.1% | -6.7% | -6.3% |
| 30D | -18.1% | -2.7% | -15.4% | -14.5% |
| 3M | -25.8% | +2.5% | -28.3% | -27.8% |
| 6M | -41.7% | +9.2% | -50.9% | -47.3% |
| YTD | -36.2% | +9.8% | -46.0% | -42.3% |
| 1Y | -42.1% | +12.4% | -54.5% | -48.5% |
| 3Y | -46.2% | +55.9% | -102.0% | -59.1% |
| All | -46.2% | +55.8% | -102.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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