+532.8%
QCOM vs VEA
+170.4%
+362.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +3.3% | +1.0% | +2.4% | +2.4% |
| 30D | +7.7% | +1.9% | +5.8% | +5.8% |
| 3M | -30.1% | +3.2% | -33.3% | -31.5% |
| 6M | +22.8% | +10.2% | +12.6% | +13.5% |
| YTD | +0.2% | +18.9% | -18.7% | -13.7% |
| 1Y | +7.9% | +29.3% | -21.5% | -13.6% |
| 3Y | +55.8% | +76.8% | -20.9% | -3.8% |
| 5Y | +30.1% | +61.2% | -31.2% | -11.2% |
| 10Y | +248.9% | +163.3% | +85.6% | +65.2% |
| All | +532.8% | +170.4% | +362.4% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling