+74.8%
QCOM vs VEA
+79.2%
-4.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | +5.1% | +1.9% | +3.2% | +2.2% |
| 30D | +4.3% | +0.8% | +3.5% | +3.0% |
| 3M | -19.6% | +5.7% | -25.3% | -25.4% |
| 6M | +29.5% | +13.3% | +16.2% | +10.0% |
| YTD | +3.4% | +18.4% | -15.0% | -18.3% |
| 1Y | +10.9% | +27.0% | -16.0% | -20.8% |
| 3Y | +74.8% | +79.3% | -4.5% | -21.4% |
| All | +74.8% | +79.2% | -4.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling