+230.9%
QCOM vs VCLT
+20.2%
+210.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | +5.8% | +1.2% | +4.6% | +5.0% |
| 30D | -2.3% | +3.4% | -5.7% | -4.2% |
| 3M | +2.7% | -0.9% | +3.6% | +3.3% |
| 6M | -21.0% | -3.1% | -17.9% | -19.3% |
| YTD | +1.8% | -2.4% | +4.2% | +3.6% |
| 1Y | +2.4% | -2.7% | +5.1% | +4.4% |
| 3Y | +52.1% | +16.9% | +35.3% | +40.0% |
| 5Y | +14.6% | -17.0% | +31.6% | +22.5% |
| 10Y | +230.9% | +22.1% | +208.8% | +233.4% |
| All | +230.9% | +20.2% | +210.7% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling