+574.6%
QCOM vs VEU
+176.1%
+398.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +1.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -2.3% | -1.6% | -0.7% | -0.3% |
| 3M | +2.7% | -4.2% | +6.9% | +7.6% |
| 6M | -21.0% | -1.5% | -19.5% | -18.5% |
| YTD | +1.8% | +11.7% | -9.9% | -6.3% |
| 1Y | +2.4% | +15.6% | -13.2% | -8.5% |
| 3Y | +52.1% | +71.7% | -19.6% | -1.9% |
| 5Y | +14.6% | +49.5% | -34.8% | -14.9% |
| 10Y | +230.9% | +145.6% | +85.2% | +72.0% |
| All | +574.6% | +176.1% | +398.5% | +240.4% |
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