+30.9%
QCOM vs VXUS
+54.3%
-23.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.6% |
| 7D | +3.3% | +1.0% | +2.3% | +1.8% |
| 30D | +7.7% | +2.2% | +5.5% | +4.3% |
| 3M | -30.1% | +3.0% | -33.0% | -32.3% |
| 6M | +22.8% | +10.7% | +12.2% | +7.3% |
| YTD | +0.2% | +17.8% | -17.7% | -20.6% |
| 1Y | +7.9% | +27.6% | -19.7% | -23.8% |
| 3Y | +55.8% | +73.3% | -17.5% | -28.3% |
| All | +30.9% | +54.3% | -23.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling