+757.7%
VUG vs QXO
-5.4%
+763.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | -1.7% | -17.4% | +15.7% | -1.6% |
| 3M | +2.8% | -22.5% | +25.3% | +3.0% |
| 6M | +13.6% | -41.4% | +55.0% | +13.9% |
| YTD | +8.1% | -34.1% | +42.2% | +8.3% |
| 1Y | +13.1% | -40.8% | +53.9% | +13.3% |
| 3Y | +87.0% | -43.9% | +130.9% | +84.5% |
| 5Y | +76.0% | -69.6% | +145.6% | +73.6% |
| 10Y | +420.5% | +41.0% | +379.5% | +410.3% |
| All | +757.7% | -5.4% | +763.1% | +741.6% |
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 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