+36.7%
QCOM vs VSXY
+101.4%
-64.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | +5.5% | +10.2% | -4.6% | +3.9% |
| 30D | -1.1% | +33.6% | -34.8% | -5.8% |
| 3M | +7.6% | +10.8% | -3.2% | +5.2% |
| 6M | -20.1% | +130.5% | -150.6% | -32.4% |
| YTD | +3.0% | +104.4% | -101.4% | -11.8% |
| 1Y | +3.2% | +216.5% | -213.3% | -18.8% |
| 3Y | +48.9% | +465.9% | -417.0% | -3.3% |
| 5Y | +21.1% | +123.1% | -102.0% | -5.2% |
| All | +36.7% | +101.4% | -64.7% | +6.4% |
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