+254.0%
QCOM vs VXUS
+146.3%
+107.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.6% |
| 7D | +3.3% | +1.0% | +2.3% | +1.9% |
| 30D | +7.7% | +2.2% | +5.5% | +4.7% |
| 3M | -30.1% | +3.0% | -33.0% | -32.0% |
| 6M | +22.8% | +10.7% | +12.2% | +8.9% |
| YTD | +0.2% | +17.8% | -17.7% | -18.4% |
| 1Y | +7.9% | +27.6% | -19.7% | -20.5% |
| 3Y | +55.8% | +73.3% | -17.5% | -20.8% |
| 5Y | +30.1% | +54.3% | -24.3% | -22.4% |
| All | +254.0% | +146.3% | +107.7% | +35.3% |
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