+362.2%
VST vs QXO
-45.4%
+407.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | +5.3% | -3.9% | +9.2% | +5.4% |
| 30D | +5.8% | -17.4% | +23.1% | +6.0% |
| 3M | +3.5% | -22.5% | +26.0% | +3.8% |
| 6M | -7.4% | -41.4% | +34.0% | -6.9% |
| YTD | -6.1% | -34.1% | +28.0% | -5.6% |
| 1Y | -21.6% | -40.8% | +19.2% | -21.2% |
| All | +362.2% | -45.4% | +407.6% | +351.6% |
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 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