+242.8%
QCOM vs VXUS
+140.9%
+101.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.1% |
| 7D | +5.5% | +0.5% | +5.0% | +5.2% |
| 30D | -1.1% | -2.5% | +1.4% | +3.0% |
| 3M | +7.6% | -4.6% | +12.2% | +15.5% |
| 6M | -20.1% | -2.6% | -17.4% | -15.4% |
| YTD | +3.0% | +10.4% | -7.3% | -7.8% |
| 1Y | +3.2% | +12.9% | -9.6% | -10.2% |
| 3Y | +48.9% | +68.4% | -19.5% | -21.0% |
| 5Y | +21.1% | +47.7% | -26.6% | -22.8% |
| 10Y | +242.8% | +142.2% | +100.6% | +37.9% |
| All | +242.8% | +140.9% | +101.9% | +37.9% |
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