+2.0%
QCOM vs VCLT
-2.7%
+4.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.2% |
| 7D | +5.8% | +1.2% | +4.6% | +3.7% |
| 30D | -2.3% | +3.4% | -5.7% | -7.7% |
| 3M | +2.7% | -0.9% | +3.6% | +4.4% |
| 6M | -21.0% | -3.1% | -17.9% | -16.8% |
| YTD | +1.8% | -2.4% | +4.2% | +6.5% |
| All | +2.0% | -2.7% | +4.8% | +7.4% |
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 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