+251.9%
QCOM vs VCIT
+31.2%
+220.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.1% |
| 7D | +13.0% | -1.4% | +14.4% | +14.9% |
| 30D | +0.2% | +0.8% | -0.6% | -0.9% |
| 3M | +9.2% | -1.7% | +11.0% | +11.5% |
| 6M | -15.0% | -2.1% | -12.9% | -12.7% |
| YTD | +5.2% | -2.0% | +7.2% | +8.1% |
| 1Y | +2.4% | -1.5% | +3.8% | +4.6% |
| 3Y | +52.0% | +19.0% | +33.0% | +26.8% |
| 5Y | +19.7% | +3.8% | +16.0% | +12.4% |
| All | +251.9% | +31.2% | +220.7% | +249.5% |
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