-5.4%
QXO vs VMC
+558.5%
-563.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.4% |
| 7D | -3.9% | -5.3% | +1.5% | -2.8% |
| 30D | -17.4% | -12.3% | -5.1% | -15.2% |
| 3M | -22.5% | -10.3% | -12.2% | -20.6% |
| 6M | -41.4% | -8.6% | -32.8% | -40.0% |
| YTD | -34.1% | -11.9% | -22.2% | -32.2% |
| 1Y | -40.8% | -13.9% | -26.9% | -38.8% |
| 3Y | -43.9% | +18.2% | -62.1% | -45.8% |
| 5Y | -69.6% | +47.7% | -117.3% | -72.0% |
| 10Y | +41.0% | +152.5% | -111.5% | +19.5% |
| All | -5.4% | +558.5% | -563.9% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling