+550.7%
QCOM vs VEU
+168.5%
+382.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.3% |
| 7D | +0.4% | -1.6% | +2.0% | +2.2% |
| 30D | -6.6% | -4.3% | -2.3% | -2.2% |
| 3M | +3.7% | -5.8% | +9.5% | +10.4% |
| 6M | -13.3% | -4.4% | -8.9% | -8.1% |
| YTD | -1.8% | +8.7% | -10.4% | -7.2% |
| 1Y | -2.5% | +12.6% | -15.2% | -10.8% |
| 3Y | +47.0% | +65.2% | -18.3% | -1.9% |
| 5Y | +13.1% | +45.5% | -32.4% | -13.9% |
| 10Y | +224.7% | +142.7% | +82.0% | +71.1% |
| All | +550.7% | +168.5% | +382.2% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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