+7.9%
QCOM vs VWO
+23.1%
-15.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.9% |
| 7D | +3.3% | +1.1% | +2.3% | +1.8% |
| 30D | +7.7% | +2.4% | +5.3% | +4.2% |
| 3M | -30.1% | +2.0% | -32.1% | -31.3% |
| 6M | +22.8% | +10.7% | +12.2% | +12.2% |
| YTD | +0.2% | +14.4% | -14.2% | -14.2% |
| 1Y | +7.9% | +22.7% | -14.9% | -9.1% |
| All | +7.9% | +23.1% | -15.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling