+9.6%
QXO vs VT
+221.8%
-212.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.4% |
| 7D | +9.0% | +2.4% | +6.6% | +7.4% |
| 30D | +22.0% | -1.5% | +23.5% | +24.0% |
| 3M | -15.4% | -4.1% | -11.3% | -11.8% |
| 6M | -26.0% | +0.6% | -26.5% | -25.0% |
| YTD | -34.7% | +11.0% | -45.7% | -37.7% |
| 1Y | -28.0% | +13.3% | -41.3% | -32.1% |
| 3Y | -47.0% | +73.4% | -120.4% | -61.3% |
| 5Y | -64.2% | +57.4% | -121.6% | -72.2% |
| All | +9.6% | +221.8% | -212.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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