+36.2%
QCOM vs VSXY
+21.5%
+14.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.7% | +2.5% |
| 7D | +5.1% | -6.8% | +11.8% | +6.2% |
| 30D | +4.3% | -20.4% | +24.6% | +8.3% |
| 3M | -19.6% | +2.9% | -22.5% | -20.5% |
| 6M | +29.5% | +67.9% | -38.4% | +14.5% |
| YTD | +3.4% | +44.9% | -41.5% | -6.6% |
| 1Y | +10.9% | +205.9% | -195.0% | -14.0% |
| 3Y | +74.8% | +373.9% | -299.1% | +9.9% |
| 5Y | +36.2% | +23.5% | +12.7% | +12.2% |
| All | +36.2% | +21.5% | +14.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling