+34.5%
QXO vs VRSK
+126.1%
-91.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | -5.2% | -2.6% | -7.4% |
| 30D | -18.1% | -2.3% | -15.8% | -18.0% |
| 3M | -25.8% | -2.9% | -22.8% | -25.7% |
| 6M | -41.7% | -12.8% | -28.9% | -41.1% |
| YTD | -36.2% | -20.8% | -15.4% | -35.0% |
| 1Y | -42.1% | -33.2% | -8.9% | -39.9% |
| 3Y | -46.2% | -26.6% | -19.6% | -45.9% |
| 5Y | -70.7% | -11.3% | -59.4% | -72.2% |
| All | +34.5% | +126.1% | -91.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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