+35.1%
QCOM vs VSXY
+106.4%
-71.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.8% |
| 7D | +5.8% | +15.2% | -9.4% | +3.3% |
| 30D | -2.3% | +37.0% | -39.3% | -7.3% |
| 3M | +2.7% | +15.2% | -12.5% | -0.2% |
| 6M | -21.0% | +136.3% | -157.3% | -33.4% |
| YTD | +1.8% | +109.6% | -107.7% | -13.2% |
| 1Y | +2.4% | +223.7% | -221.3% | -19.7% |
| 3Y | +52.1% | +516.3% | -464.2% | -2.9% |
| 5Y | +14.6% | +125.1% | -110.5% | -10.6% |
| All | +35.1% | +106.4% | -71.3% | +4.7% |
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