-70.8%
QXO vs VTRS
+47.1%
-117.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -7.8% | -2.2% | -5.6% | -7.0% |
| 30D | -18.1% | +3.3% | -21.4% | -19.1% |
| 3M | -25.8% | +2.0% | -27.7% | -26.4% |
| 6M | -41.7% | +19.9% | -61.7% | -45.8% |
| YTD | -36.2% | +35.7% | -71.9% | -43.5% |
| 1Y | -42.1% | +68.1% | -110.2% | -52.9% |
| 3Y | -46.2% | +87.1% | -133.2% | -61.8% |
| All | -70.8% | +47.1% | -117.9% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling