-25.0%
QXO vs VMC
+3.7%
-28.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.6% | +3.5% | +3.2% |
| 7D | +16.6% | +12.3% | +4.2% | +3.2% |
| 30D | +6.6% | +21.2% | -14.7% | -12.7% |
| 3M | -17.5% | +4.6% | -22.1% | -21.4% |
| 6M | -33.8% | +3.9% | -37.7% | -36.5% |
| YTD | -34.4% | +5.0% | -39.3% | -45.1% |
| 1Y | -25.0% | +2.6% | -27.6% | -34.5% |
| All | -25.0% | +3.7% | -28.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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