+34.5%
QXO vs VO
+200.3%
-165.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -7.8% | -1.5% | -6.3% | -6.7% |
| 30D | -18.1% | -3.0% | -15.1% | -16.2% |
| 3M | -25.8% | +2.8% | -28.6% | -26.9% |
| 6M | -41.7% | +10.9% | -52.6% | -45.0% |
| YTD | -36.2% | +12.5% | -48.6% | -40.0% |
| 1Y | -42.1% | +12.0% | -54.1% | -45.2% |
| 3Y | -46.2% | +56.3% | -102.4% | -58.3% |
| 5Y | -70.7% | +42.9% | -113.7% | -76.2% |
| All | +34.5% | +200.3% | -165.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling