-46.2%
QXO vs VYM
+65.1%
-111.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | -7.8% | -0.8% | -7.0% | -6.6% |
| 30D | -18.1% | -2.2% | -15.8% | -15.1% |
| 3M | -25.8% | +3.1% | -28.8% | -28.5% |
| 6M | -41.7% | +9.7% | -51.4% | -47.8% |
| YTD | -36.2% | +14.9% | -51.1% | -45.2% |
| 1Y | -42.1% | +17.6% | -59.7% | -51.2% |
| 3Y | -46.2% | +65.3% | -111.5% | -65.7% |
| All | -46.2% | +65.1% | -111.2% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling