-70.8%
QXO vs VYM
+77.5%
-148.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -7.8% | -0.8% | -7.0% | -7.0% |
| 30D | -18.1% | -2.2% | -15.8% | -16.1% |
| 3M | -25.8% | +3.1% | -28.8% | -27.6% |
| 6M | -41.7% | +9.7% | -51.4% | -46.0% |
| YTD | -36.2% | +14.9% | -51.1% | -42.7% |
| 1Y | -42.1% | +17.6% | -59.7% | -48.7% |
| 3Y | -46.2% | +65.3% | -111.5% | -62.0% |
| All | -70.8% | +77.5% | -148.3% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling