+640.0%
VST vs QXO
-60.0%
+700.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +10.9% | +9.1% | +1.9% | +10.8% |
| 30D | -15.6% | +29.8% | -45.4% | -16.0% |
| 3M | -7.8% | -11.2% | +3.4% | -7.7% |
| 6M | -12.0% | -25.1% | +13.1% | -11.7% |
| YTD | -16.9% | -28.4% | +11.5% | -16.6% |
| 1Y | -25.1% | -27.4% | +2.3% | -24.8% |
| 3Y | +297.1% | -42.6% | +339.7% | +280.2% |
| All | +640.0% | -60.0% | +700.0% | +605.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling