+297.8%
VTI vs QXO
+34.5%
+263.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | -7.8% | +6.9% | -0.8% |
| 30D | -1.4% | -18.1% | +16.7% | -1.2% |
| 3M | +3.6% | -25.8% | +29.3% | +4.0% |
| 6M | +13.6% | -41.7% | +55.3% | +14.4% |
| YTD | +12.9% | -36.2% | +49.1% | +13.5% |
| 1Y | +17.2% | -42.1% | +59.3% | +17.9% |
| 3Y | +75.7% | -46.2% | +121.8% | +69.1% |
| 5Y | +75.4% | -70.7% | +146.2% | +69.1% |
| All | +297.8% | +34.5% | +263.3% | +268.0% |
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