-8.4%
QXO vs VIVK
-99.9%
+91.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | -7.8% | -4.4% | -3.4% | -7.7% |
| 30D | -18.1% | -40.8% | +22.7% | -17.3% |
| 3M | -25.8% | -94.1% | +68.4% | -22.8% |
| 6M | -41.7% | -98.2% | +56.5% | -38.9% |
| YTD | -36.2% | -98.0% | +61.8% | -34.0% |
| 1Y | -42.1% | -100.0% | +57.9% | -36.7% |
| 3Y | -46.2% | -100.0% | +53.8% | -41.7% |
| 5Y | -70.7% | -100.0% | +29.3% | -68.3% |
| 10Y | +36.5% | -100.0% | +136.5% | +25.6% |
| All | -8.4% | -99.9% | +91.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling