+1,164.9%
VST vs QXO
+17.1%
+1,147.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +6.6% | +9.0% | -2.4% | +6.4% |
| 30D | -12.4% | +22.0% | -34.3% | -12.8% |
| 3M | -9.0% | -15.4% | +6.4% | -8.8% |
| 6M | -6.4% | -26.0% | +19.5% | -6.1% |
| YTD | -17.2% | -34.7% | +17.5% | -16.7% |
| 1Y | -22.0% | -28.0% | +5.9% | -21.7% |
| 3Y | +296.7% | -47.0% | +343.7% | +275.3% |
| 5Y | +637.6% | -64.2% | +701.8% | +596.0% |
| All | +1,164.9% | +17.1% | +1,147.8% | +1,091.1% |
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