+1,216.9%
VST vs QXO
+44.4%
+1,172.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +8.9% | -1.3% | +10.2% | +8.9% |
| 30D | +6.2% | -16.0% | +22.2% | +6.5% |
| 3M | -2.7% | -17.7% | +15.0% | -2.4% |
| 6M | -8.4% | -42.6% | +34.3% | -7.5% |
| YTD | -7.2% | -30.8% | +23.6% | -6.7% |
| 1Y | -20.9% | -35.3% | +14.4% | -20.4% |
| 3Y | +384.0% | -46.3% | +430.3% | +358.0% |
| 5Y | +757.1% | -69.2% | +826.2% | +712.1% |
| All | +1,216.9% | +44.4% | +1,172.5% | +1,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling