+32.9%
QCOM vs VSXY
+37.4%
-4.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +3.3% | -14.0% | +17.3% | +5.8% |
| 30D | +7.7% | -15.9% | +23.6% | +10.6% |
| 3M | -30.1% | +3.4% | -33.5% | -30.9% |
| 6M | +22.8% | +25.9% | -3.1% | +14.9% |
| YTD | +0.2% | +39.5% | -39.3% | -8.3% |
| 1Y | +7.9% | +194.4% | -186.5% | -14.3% |
| 3Y | +55.8% | +281.4% | -225.6% | +7.6% |
| 5Y | +30.1% | +12.8% | +17.3% | +9.1% |
| All | +32.9% | +37.4% | -4.4% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling