+14.1%
QCOM vs VXUS
+45.4%
-31.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +2.1% | +2.1% | +0.9% |
| 30D | -0.1% | -1.1% | +1.0% | +2.3% |
| 3M | +5.2% | -5.6% | +10.9% | +15.7% |
| 6M | -18.4% | -2.3% | -16.1% | -13.8% |
| YTD | +2.4% | +10.4% | -7.9% | -9.8% |
| 1Y | +0.9% | +13.1% | -12.2% | -14.2% |
| 3Y | +48.4% | +68.0% | -19.6% | -28.1% |
| All | +14.1% | +45.4% | -31.3% | -28.9% |
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 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