+672.0%
QCOM vs VWO
+293.9%
+378.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.3% |
| 7D | +13.0% | +4.0% | +9.0% | +9.9% |
| 30D | +0.2% | -5.4% | +5.6% | +4.7% |
| 3M | +9.2% | -6.4% | +15.6% | +15.0% |
| 6M | -15.0% | -4.7% | -10.3% | -11.0% |
| YTD | +5.2% | +5.3% | -0.1% | +2.9% |
| 1Y | +2.4% | +4.3% | -2.0% | +0.8% |
| 3Y | +52.0% | +55.9% | -4.0% | +15.5% |
| 5Y | +19.7% | +25.7% | -6.0% | +6.5% |
| 10Y | +246.9% | +111.0% | +135.9% | +129.8% |
| All | +672.0% | +293.9% | +378.1% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling