+359.1%
QCOM vs VXUS
+156.4%
+202.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.4% | -1.8% | +2.1% | +2.7% |
| 30D | -6.6% | -4.6% | -2.0% | -1.0% |
| 3M | +3.7% | -6.1% | +9.8% | +12.1% |
| 6M | -13.3% | -4.9% | -8.4% | -6.6% |
| YTD | -1.8% | +8.1% | -9.8% | -8.0% |
| 1Y | -2.5% | +12.1% | -14.6% | -12.2% |
| 3Y | +47.0% | +63.9% | -16.9% | -9.6% |
| 5Y | +13.1% | +43.1% | -30.0% | -18.4% |
| 10Y | +224.7% | +139.2% | +85.5% | +51.9% |
| All | +359.1% | +156.4% | +202.7% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling