+38.9%
QCOM vs VWO
+35.7%
+3.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.1% |
| 30D | +9.4% | +0.9% | +8.5% | +8.0% |
| 3M | -13.7% | +4.3% | -17.9% | -17.5% |
| 6M | +28.9% | +10.5% | +18.4% | +15.3% |
| YTD | +4.7% | +13.4% | -8.6% | -9.5% |
| 1Y | +13.5% | +18.6% | -5.1% | -6.8% |
| 3Y | +77.1% | +65.8% | +11.3% | -2.5% |
| 5Y | +38.9% | +35.2% | +3.7% | -5.9% |
| All | +38.9% | +35.7% | +3.2% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling