-42.1%
QXO vs VMC
-14.0%
-28.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -7.8% | -3.8% | -4.0% | -4.1% |
| 30D | -18.1% | -9.7% | -8.4% | -9.1% |
| 3M | -25.8% | -9.6% | -16.1% | -17.5% |
| 6M | -41.7% | -4.8% | -36.9% | -37.7% |
| YTD | -36.2% | -10.9% | -25.3% | -35.3% |
| 1Y | -42.1% | -15.6% | -26.5% | -36.7% |
| All | -42.1% | -14.0% | -28.1% | -36.7% |
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