+48.4%
QCOM vs VCLT
+14.4%
+34.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | +4.3% | -2.3% | +6.5% | +6.4% |
| 30D | -0.1% | +0.8% | -0.8% | -0.8% |
| 3M | +5.2% | -2.7% | +7.9% | +7.8% |
| 6M | -18.4% | -4.3% | -14.1% | -15.0% |
| YTD | +2.4% | -4.3% | +6.7% | +6.8% |
| 1Y | +0.9% | -4.4% | +5.3% | +5.2% |
| 3Y | +48.4% | +13.8% | +34.6% | +41.7% |
| All | +48.4% | +14.4% | +34.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling