-5.4%
QXO vs VO
+403.9%
-409.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.5% |
| 30D | -17.4% | -1.9% | -15.4% | -16.4% |
| 3M | -22.5% | +3.3% | -25.8% | -23.5% |
| 6M | -41.4% | +9.7% | -51.1% | -43.7% |
| YTD | -34.1% | +12.6% | -46.7% | -37.2% |
| 1Y | -40.8% | +13.6% | -54.5% | -43.6% |
| 3Y | -43.9% | +56.8% | -100.7% | -53.7% |
| 5Y | -69.6% | +42.3% | -111.9% | -74.0% |
| 10Y | +41.0% | +199.2% | -158.2% | +3.4% |
| All | -5.4% | +403.9% | -409.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling