+250.3%
QCOM vs VCIT
+29.2%
+221.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.3% | +3.7% | +3.8% |
| 30D | +7.7% | -0.8% | +8.5% | +8.7% |
| 3M | -30.1% | -1.0% | -29.0% | -29.1% |
| 6M | +22.8% | -1.8% | +24.7% | +25.9% |
| YTD | +0.2% | -0.7% | +0.9% | +1.4% |
| 1Y | +7.9% | +1.0% | +6.9% | +7.1% |
| 3Y | +55.8% | +18.8% | +37.0% | +29.9% |
| 5Y | +30.1% | +3.5% | +26.6% | +22.0% |
| All | +250.3% | +29.2% | +221.1% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling