+7.9%
QCOM vs VCLT
-0.4%
+8.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | +3.3% | -0.5% | +3.8% | +4.1% |
| 30D | +7.7% | -0.9% | +8.6% | +9.0% |
| 3M | -30.1% | -3.2% | -26.8% | -26.9% |
| 6M | +22.8% | -3.8% | +26.7% | +27.1% |
| YTD | +0.2% | -2.0% | +2.2% | +3.5% |
| 1Y | +7.9% | -0.8% | +8.7% | +16.0% |
| All | +7.9% | -0.4% | +8.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling