+39.0%
QCOM vs VSXY
+37.7%
+1.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.9% |
| 7D | +4.4% | -10.7% | +15.1% | +6.2% |
| 30D | +9.4% | -24.3% | +33.6% | +14.3% |
| 3M | -13.7% | +1.0% | -14.7% | -14.3% |
| 6M | +28.9% | +57.4% | -28.5% | +16.2% |
| YTD | +4.7% | +39.8% | -35.0% | -4.2% |
| 1Y | +13.5% | +196.5% | -183.0% | -9.9% |
| 3Y | +77.1% | +357.2% | -280.2% | +17.4% |
| 5Y | +38.9% | +18.9% | +20.0% | +16.4% |
| All | +39.0% | +37.7% | +1.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling