+10.9%
QCOM vs VCLT
-2.4%
+13.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | +0.3% | +4.7% | +4.6% |
| 30D | +4.3% | -0.6% | +4.8% | +5.2% |
| 3M | -19.6% | -2.2% | -17.4% | -17.1% |
| 6M | +29.5% | -2.9% | +32.4% | +33.8% |
| YTD | +3.4% | -2.1% | +5.4% | +6.9% |
| 1Y | +10.9% | -2.6% | +13.5% | +19.0% |
| All | +10.9% | -2.4% | +13.3% | +19.0% |
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