-42.1%
QXO vs VT
+74.1%
-116.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +2.6% | +16.6% | +15.8% |
| 7D | +18.0% | +0.4% | +17.6% | +18.2% |
| 30D | +27.5% | -2.6% | +30.1% | +32.5% |
| 3M | -14.7% | -3.2% | -11.5% | -10.3% |
| 6M | -26.5% | +0.9% | -27.5% | -25.6% |
| YTD | -28.6% | +11.3% | -39.9% | -33.2% |
| 1Y | -19.8% | +14.0% | -33.8% | -25.9% |
| 3Y | -42.1% | +75.8% | -117.9% | +475.9% |
| All | -42.1% | +74.1% | -116.2% | +475.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling