+34.5%
QXO vs VWO
+117.1%
-82.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -7.8% | -1.8% | -6.0% | -6.8% |
| 30D | -18.1% | -0.1% | -18.0% | -18.0% |
| 3M | -25.8% | +2.2% | -28.0% | -26.5% |
| 6M | -41.7% | +8.8% | -50.5% | -43.9% |
| YTD | -36.2% | +12.4% | -48.6% | -39.3% |
| 1Y | -42.1% | +15.6% | -57.7% | -45.7% |
| 3Y | -46.2% | +62.5% | -108.7% | -57.4% |
| 5Y | -70.7% | +34.3% | -105.0% | -74.4% |
| All | +34.5% | +117.1% | -82.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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