+175.1%
VZ vs QXO
-0.7%
+175.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.1% | -1.3% | +1.3% | +0.1% |
| 30D | +7.9% | -16.0% | +23.9% | +7.9% |
| 3M | +13.6% | -17.7% | +31.4% | +13.6% |
| 6M | +1.1% | -42.6% | +43.7% | +1.0% |
| YTD | +29.3% | -30.8% | +60.1% | +29.3% |
| 1Y | +21.2% | -35.3% | +56.6% | +21.2% |
| 3Y | +75.9% | -46.3% | +122.2% | +77.0% |
| 5Y | +24.1% | -69.2% | +93.3% | +24.8% |
| 10Y | +62.4% | +62.1% | +0.3% | +64.8% |
| All | +175.1% | -0.7% | +175.7% | +194.5% |
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 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