-5.4%
QXO vs VSH
+247.9%
-253.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -3.9% | +3.5% | -7.4% | -4.9% |
| 30D | -17.4% | -4.4% | -13.0% | -16.5% |
| 3M | -22.5% | -45.8% | +23.3% | -8.4% |
| 6M | -41.4% | +90.1% | -131.5% | -54.4% |
| YTD | -34.1% | +120.3% | -154.4% | -51.3% |
| 1Y | -40.8% | +112.2% | -153.1% | -55.8% |
| 3Y | -43.9% | +36.6% | -80.5% | -53.6% |
| 5Y | -69.6% | +67.0% | -136.6% | -76.8% |
| 10Y | +41.0% | +179.5% | -138.5% | -11.8% |
| All | -5.4% | +247.9% | -253.4% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling