-34.9%
VST vs QXO
-25.8%
-9.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.1% | -21.9% | -15.0% |
| 7D | -15.7% | +16.6% | -32.3% | -17.9% |
| 30D | -17.0% | +6.6% | -23.5% | -18.0% |
| 3M | -15.9% | -17.5% | +1.6% | -13.2% |
| 6M | -25.0% | -33.8% | +8.8% | -19.7% |
| YTD | -25.1% | -34.4% | +9.3% | -19.7% |
| 1Y | -34.9% | -25.0% | -9.9% | -29.6% |
| All | -34.9% | -25.8% | -9.0% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling