+245.8%
QCOM vs VXUS
+146.5%
+99.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +0.5% |
| 7D | +2.0% | -0.5% | +2.5% | +3.0% |
| 30D | +1.2% | -1.2% | +2.4% | +3.5% |
| 3M | +9.1% | -3.8% | +13.0% | +15.9% |
| 6M | -25.0% | -1.7% | -23.3% | -21.7% |
| YTD | +4.8% | +11.4% | -6.6% | -7.4% |
| 1Y | +3.6% | +13.3% | -9.7% | -10.4% |
| 3Y | +51.5% | +70.0% | -18.5% | -20.7% |
| 5Y | +19.7% | +48.1% | -28.4% | -24.1% |
| 10Y | +245.8% | +147.1% | +98.8% | +33.3% |
| All | +245.8% | +146.5% | +99.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling