-8.4%
QXO vs VNQ
+162.6%
-171.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | -7.8% | -1.3% | -6.5% | -7.2% |
| 30D | -18.1% | -2.6% | -15.5% | -17.1% |
| 3M | -25.8% | -2.0% | -23.7% | -25.1% |
| 6M | -41.7% | +4.3% | -46.0% | -42.5% |
| YTD | -36.2% | +9.2% | -45.4% | -38.3% |
| 1Y | -42.1% | +5.6% | -47.7% | -43.1% |
| 3Y | -46.2% | +30.8% | -77.0% | -52.5% |
| 5Y | -70.7% | +8.0% | -78.7% | -72.2% |
| 10Y | +36.5% | +63.7% | -27.2% | +7.2% |
| All | -8.4% | +162.6% | -171.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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