+34.5%
QXO vs VSH
+196.4%
-161.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -6.0% | -1.8% |
| 7D | -7.8% | +4.8% | -12.6% | -9.2% |
| 30D | -18.1% | -0.7% | -17.4% | -18.2% |
| 3M | -25.8% | -43.1% | +17.3% | -13.1% |
| 6M | -41.7% | +91.8% | -133.5% | -55.6% |
| YTD | -36.2% | +131.6% | -167.8% | -54.6% |
| 1Y | -42.1% | +118.1% | -160.2% | -58.1% |
| 3Y | -46.2% | +40.9% | -87.0% | -56.7% |
| 5Y | -70.7% | +75.8% | -146.5% | -78.5% |
| All | +34.5% | +196.4% | -161.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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