-29.4%
QXO vs VIVK
-100.0%
+70.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -23.3% | +15.3% | -7.8% |
| 7D | +2.3% | -75.3% | +77.6% | +3.6% |
| 30D | -3.9% | -92.3% | +88.4% | -2.2% |
| 3M | -26.8% | -98.3% | +71.5% | -24.9% |
| 6M | -38.3% | -99.9% | +61.6% | -34.5% |
| YTD | -39.7% | -99.9% | +60.3% | -38.5% |
| 1Y | -29.4% | -100.0% | +70.6% | -13.1% |
| All | -29.4% | -100.0% | +70.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling