+195.8%
VXUS vs QXO
-8.6%
+204.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -1.9% | -8.7% | +6.8% | -1.9% |
| 30D | -0.7% | -21.0% | +20.2% | -0.6% |
| 3M | +4.9% | -18.4% | +23.3% | +5.1% |
| 6M | +9.7% | -43.0% | +52.7% | +10.0% |
| YTD | +15.0% | -36.3% | +51.3% | +15.3% |
| 1Y | +22.4% | -42.8% | +65.2% | +22.8% |
| 3Y | +72.2% | -45.8% | +118.0% | +70.0% |
| 5Y | +52.6% | -70.8% | +123.4% | +50.7% |
| 10Y | +146.9% | +36.3% | +110.6% | +140.9% |
| All | +195.8% | -8.6% | +204.4% | +177.0% |
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 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