-46.2%
QXO vs VMC
+18.8%
-64.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -7.8% | -3.8% | -4.0% | -6.6% |
| 30D | -18.1% | -9.7% | -8.4% | -15.2% |
| 3M | -25.8% | -9.6% | -16.1% | -22.7% |
| 6M | -41.7% | -4.8% | -36.9% | -39.6% |
| YTD | -36.2% | -10.9% | -25.3% | -33.5% |
| 1Y | -42.1% | -15.6% | -26.5% | -39.8% |
| 3Y | -46.2% | +19.3% | -65.5% | -36.2% |
| All | -46.2% | +18.8% | -64.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling