+263.7%
QCOM vs EWJ
+137.9%
+125.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.6% |
| 7D | +5.1% | +2.9% | +2.2% | +1.6% |
| 30D | +4.3% | +1.1% | +3.2% | +2.8% |
| 3M | -19.6% | +7.1% | -26.7% | -25.6% |
| 6M | +29.5% | +16.2% | +13.3% | +9.8% |
| YTD | +3.4% | +22.0% | -18.6% | -17.9% |
| 1Y | +10.9% | +26.2% | -15.3% | -15.2% |
| 3Y | +74.8% | +73.5% | +1.3% | -8.5% |
| 5Y | +36.2% | +52.7% | -16.5% | -16.7% |
| 10Y | +263.7% | +138.5% | +125.3% | +43.3% |
| All | +263.7% | +137.9% | +125.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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