+195.0%
VLO vs QXO
-47.1%
+242.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.3% | -7.8% | +13.1% | +5.3% |
| 30D | +18.2% | -18.1% | +36.3% | +18.2% |
| 3M | +53.3% | -25.8% | +79.1% | +53.3% |
| 6M | +70.4% | -41.7% | +112.1% | +70.4% |
| YTD | +143.4% | -36.2% | +179.6% | +143.4% |
| 1Y | +153.0% | -42.1% | +195.1% | +153.0% |
| 3Y | +195.0% | -46.2% | +241.1% | +197.3% |
| All | +195.0% | -47.1% | +242.0% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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