+78.5%
VUG vs QXO
-70.1%
+148.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -0.5% | -7.8% | +7.3% | -0.4% |
| 30D | -1.0% | -18.1% | +17.1% | -0.7% |
| 3M | +3.5% | -25.8% | +29.3% | +3.9% |
| 6M | +14.2% | -41.7% | +55.9% | +14.9% |
| YTD | +8.5% | -36.2% | +44.7% | +9.0% |
| 1Y | +12.9% | -42.1% | +55.0% | +13.4% |
| 3Y | +85.6% | -46.2% | +131.8% | +80.7% |
| All | +78.5% | -70.1% | +148.7% | +75.3% |
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