+477.9%
QCOM vs VCIT
+96.2%
+381.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +4.9% |
| 7D | -5.3% | +0.4% | -5.8% | -5.6% |
| 30D | -4.2% | +2.2% | -6.4% | -5.7% |
| 3M | +7.0% | -1.8% | +8.9% | +8.5% |
| 6M | +3.8% | -1.6% | +5.4% | +5.3% |
| YTD | +2.8% | -1.7% | +4.6% | +4.4% |
| 1Y | +2.3% | -0.8% | +3.1% | +3.3% |
| 3Y | +54.4% | +19.3% | +35.1% | +39.5% |
| 5Y | +23.7% | +3.5% | +20.2% | +16.2% |
| 10Y | +240.0% | +28.6% | +211.4% | +229.8% |
| All | +477.9% | +96.2% | +381.7% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling