+35.9%
QCOM vs VSXY
+93.0%
-57.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.9% |
| 7D | +4.3% | -1.7% | +6.0% | +4.5% |
| 30D | -0.1% | +20.1% | -20.2% | -3.1% |
| 3M | +5.2% | +16.6% | -11.4% | +2.0% |
| 6M | -18.4% | +134.9% | -153.3% | -31.1% |
| YTD | +2.4% | +96.0% | -93.6% | -11.7% |
| 1Y | +0.9% | +203.8% | -202.9% | -20.1% |
| 3Y | +48.4% | +465.3% | -416.9% | -3.8% |
| 5Y | +16.6% | +106.3% | -89.7% | -8.0% |
| All | +35.9% | +93.0% | -57.2% | +6.5% |
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