-87.0%
QXO vs VIK
+225.1%
-312.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -7.8% | -0.9% | -6.9% | -7.5% |
| 30D | -18.1% | -18.4% | +0.3% | -12.6% |
| 3M | -25.8% | -8.8% | -17.0% | -23.6% |
| 6M | -41.7% | +17.1% | -58.9% | -44.0% |
| YTD | -36.2% | +19.0% | -55.2% | -38.9% |
| 1Y | -42.1% | +30.1% | -72.2% | -45.6% |
| All | -87.0% | +225.1% | -312.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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