-8.6%
QXO vs VIG
+445.5%
-454.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -8.7% | -2.2% | -6.5% | -7.5% |
| 30D | -21.0% | -3.2% | -17.7% | -19.5% |
| 3M | -18.4% | +3.0% | -21.4% | -19.4% |
| 6M | -43.0% | +8.1% | -51.2% | -44.9% |
| YTD | -36.3% | +9.1% | -45.3% | -38.4% |
| 1Y | -42.8% | +12.6% | -55.4% | -45.4% |
| 3Y | -45.8% | +55.4% | -101.1% | -54.5% |
| 5Y | -70.8% | +62.8% | -133.6% | -76.1% |
| 10Y | +36.3% | +246.6% | -210.3% | -1.1% |
| All | -8.6% | +445.5% | -454.1% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling