+74.8%
QCOM vs VWO
+66.7%
+8.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.6% |
| 7D | +5.1% | +0.9% | +4.2% | +3.8% |
| 30D | +4.3% | +1.3% | +3.0% | +2.5% |
| 3M | -19.6% | +5.1% | -24.7% | -24.2% |
| 6M | +29.5% | +12.5% | +16.9% | +13.0% |
| YTD | +3.4% | +14.0% | -10.7% | -11.8% |
| 1Y | +10.9% | +19.7% | -8.8% | -10.9% |
| 3Y | +74.8% | +66.8% | +8.0% | -9.2% |
| All | +74.8% | +66.7% | +8.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling