+1,197.0%
VST vs QXO
+32.9%
+1,164.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.6% |
| 7D | +2.0% | -8.7% | +10.7% | +2.1% |
| 30D | +1.5% | -21.0% | +22.4% | +1.9% |
| 3M | +6.3% | -18.4% | +24.7% | +6.6% |
| 6M | -10.3% | -43.0% | +32.7% | -9.5% |
| YTD | -8.6% | -36.3% | +27.7% | -7.9% |
| 1Y | -29.3% | -42.8% | +13.4% | -28.7% |
| 3Y | +344.9% | -45.8% | +390.7% | +320.6% |
| 5Y | +774.8% | -70.8% | +845.6% | +729.7% |
| All | +1,197.0% | +32.9% | +1,164.1% | +1,041.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling