-8.4%
QXO vs VYM
+428.9%
-437.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -7.8% | -0.8% | -7.0% | -7.3% |
| 30D | -18.1% | -2.2% | -15.8% | -17.0% |
| 3M | -25.8% | +3.1% | -28.8% | -26.8% |
| 6M | -41.7% | +9.7% | -51.4% | -44.2% |
| YTD | -36.2% | +14.9% | -51.1% | -40.1% |
| 1Y | -42.1% | +17.6% | -59.7% | -46.1% |
| 3Y | -46.2% | +65.3% | -111.5% | -56.9% |
| 5Y | -70.7% | +78.7% | -149.4% | -77.4% |
| 10Y | +36.5% | +208.2% | -171.7% | -6.2% |
| All | -8.4% | +428.9% | -437.3% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling