+32.3%
QXO vs VYM
+206.4%
-174.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -9.3% | -1.5% | -7.8% | -8.3% |
| 30D | -16.5% | -2.9% | -13.7% | -14.7% |
| 3M | -27.2% | +1.5% | -28.7% | -27.7% |
| 6M | -40.0% | +10.3% | -50.3% | -43.3% |
| YTD | -37.2% | +14.1% | -51.3% | -41.6% |
| 1Y | -41.7% | +17.2% | -58.9% | -46.5% |
| 3Y | -43.4% | +61.8% | -105.2% | -56.8% |
| 5Y | -69.5% | +78.0% | -147.5% | -78.0% |
| 10Y | +32.3% | +207.4% | -175.2% | -1.5% |
| All | +32.3% | +206.4% | -174.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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