+51.9%
QCOM vs VXUS
+70.6%
-18.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +0.2% |
| 7D | +2.0% | -0.5% | +2.5% | +3.1% |
| 30D | +1.2% | -1.2% | +2.4% | +3.9% |
| 3M | +9.1% | -3.8% | +13.0% | +16.9% |
| 6M | -25.0% | -1.7% | -23.3% | -21.3% |
| YTD | +4.8% | +11.4% | -6.6% | -9.4% |
| 1Y | +3.6% | +13.3% | -9.7% | -12.8% |
| All | +51.9% | +70.6% | -18.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling