+2,486.9%
VRT vs QXO
-32.1%
+2,519.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -8.4% | -7.8% | -0.6% | -8.1% |
| 30D | -10.9% | -18.1% | +7.2% | -10.3% |
| 3M | -13.7% | -25.8% | +12.1% | -12.9% |
| 6M | -4.1% | -41.7% | +37.6% | -2.7% |
| YTD | +58.7% | -36.2% | +94.9% | +60.8% |
| 1Y | +89.6% | -42.1% | +131.7% | +92.5% |
| 3Y | +558.1% | -46.2% | +604.3% | +517.6% |
| 5Y | +953.0% | -70.7% | +1,023.7% | +886.9% |
| All | +2,486.9% | -32.1% | +2,519.0% | +2,216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling