+199.9%
QCOM vs VCIT
+29.0%
+170.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.8% |
| 7D | -15.5% | +0.5% | -15.9% | -15.9% |
| 30D | -13.4% | +2.1% | -15.5% | -15.6% |
| 3M | 0.0% | -1.6% | +1.6% | +2.0% |
| 6M | -15.2% | -1.6% | -13.6% | -13.3% |
| YTD | -6.9% | -1.5% | -5.4% | -4.9% |
| 1Y | -11.0% | -0.4% | -10.6% | -10.1% |
| 3Y | +39.8% | +19.6% | +20.2% | +15.9% |
| 5Y | +7.2% | +3.3% | +3.9% | +1.0% |
| All | +199.9% | +29.0% | +170.9% | +196.6% |
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