+245.8%
QCOM vs VEA
+160.4%
+85.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.7% |
| 7D | +2.0% | -1.3% | +3.2% | +3.9% |
| 30D | +1.2% | 0.0% | +1.3% | +1.9% |
| 3M | +9.1% | -3.6% | +12.7% | +15.3% |
| 6M | -25.0% | -0.5% | -24.5% | -23.0% |
| YTD | +4.8% | +13.0% | -8.1% | -8.8% |
| 1Y | +3.6% | +16.3% | -12.7% | -13.0% |
| 3Y | +51.5% | +74.4% | -22.9% | -22.0% |
| 5Y | +19.7% | +55.8% | -36.1% | -28.0% |
| 10Y | +245.8% | +161.1% | +84.7% | +23.9% |
| All | +245.8% | +160.4% | +85.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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