+19.7%
QCOM vs VXUS
+46.3%
-26.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +1.7% |
| 7D | +13.0% | +2.3% | +10.7% | +9.1% |
| 30D | +0.2% | -2.2% | +2.4% | +4.3% |
| 3M | +9.2% | -5.4% | +14.6% | +19.7% |
| 6M | -15.0% | -1.2% | -13.8% | -11.7% |
| YTD | +5.2% | +10.4% | -5.2% | -7.4% |
| 1Y | +2.4% | +11.8% | -9.5% | -11.6% |
| 3Y | +52.0% | +68.4% | -16.4% | -26.6% |
| 5Y | +19.7% | +45.9% | -26.1% | -25.2% |
| All | +19.7% | +46.3% | -26.6% | -25.2% |
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