+41.0%
QXO vs VT
+222.7%
-181.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.6% |
| 7D | -3.9% | -0.1% | -3.7% | -3.7% |
| 30D | -17.4% | -0.7% | -16.7% | -16.8% |
| 3M | -22.5% | +4.0% | -26.5% | -24.1% |
| 6M | -41.4% | +12.3% | -53.7% | -45.3% |
| YTD | -34.1% | +14.0% | -48.1% | -38.9% |
| 1Y | -40.8% | +20.3% | -61.1% | -46.7% |
| 3Y | -43.9% | +75.4% | -119.3% | -59.6% |
| 5Y | -69.6% | +66.0% | -135.5% | -77.4% |
| 10Y | +41.0% | +228.2% | -187.2% | -12.4% |
| All | +41.0% | +222.7% | -181.7% | -12.4% |
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