+550.7%
QCOM vs VEA
+154.9%
+395.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.9% |
| 7D | +5.5% | 0.0% | +5.5% | +5.8% |
| 30D | -1.1% | -1.4% | +0.3% | +0.7% |
| 3M | +7.6% | -4.1% | +11.7% | +12.6% |
| 6M | -20.1% | -1.3% | -18.8% | -17.7% |
| YTD | +3.0% | +12.1% | -9.0% | -5.6% |
| 1Y | +3.2% | +16.1% | -12.8% | -8.2% |
| 3Y | +48.9% | +73.0% | -24.1% | -5.5% |
| 5Y | +21.1% | +55.1% | -34.1% | -13.6% |
| 10Y | +242.8% | +156.9% | +85.8% | +68.3% |
| All | +550.7% | +154.9% | +395.8% | +210.8% |
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