+39.1%
QCOM vs VSXY
+99.7%
-60.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.0% | +0.8% | +1.1% | +1.8% |
| 30D | +1.2% | +24.0% | -22.8% | -2.3% |
| 3M | +9.1% | +16.7% | -7.5% | +5.8% |
| 6M | -25.0% | +138.6% | -163.6% | -36.9% |
| YTD | +4.8% | +102.8% | -98.0% | -10.1% |
| 1Y | +3.6% | +214.2% | -210.6% | -18.4% |
| 3Y | +51.5% | +461.4% | -409.9% | -1.5% |
| 5Y | +19.7% | +118.3% | -98.6% | -6.1% |
| All | +39.1% | +99.7% | -60.6% | +8.4% |
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 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