+281.8%
QCOM vs VCLT
+16.9%
+264.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | 0.0% | +4.3% | +4.3% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | -13.7% | -2.9% | -10.8% | -12.1% |
| 6M | +28.9% | -4.0% | +32.8% | +32.3% |
| YTD | +4.7% | -2.2% | +7.0% | +6.4% |
| 1Y | +13.5% | -2.6% | +16.1% | +15.5% |
| 3Y | +77.1% | +12.3% | +64.8% | +66.2% |
| 5Y | +38.9% | -16.4% | +55.3% | +47.9% |
| 10Y | +281.8% | +18.1% | +263.7% | +278.2% |
| All | +281.8% | +16.9% | +264.8% | +278.2% |
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