+62.8%
VZ vs QXO
+34.3%
+28.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.5% |
| 7D | -1.2% | -8.7% | +7.5% | -1.2% |
| 30D | +5.7% | -21.0% | +26.7% | +5.7% |
| 3M | +8.2% | -18.4% | +26.6% | +8.3% |
| 6M | +1.7% | -43.0% | +44.8% | +1.8% |
| YTD | +28.9% | -36.3% | +65.1% | +28.9% |
| 1Y | +22.7% | -42.8% | +65.5% | +22.8% |
| 3Y | +82.7% | -45.8% | +128.5% | +82.3% |
| 5Y | +26.4% | -70.8% | +97.2% | +26.5% |
| All | +62.8% | +34.3% | +28.5% | +58.5% |
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