+463.1%
QCOM vs VCLT
+103.4%
+359.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +7.7% | -0.9% | +8.6% | +8.0% |
| 3M | -30.1% | -3.2% | -26.8% | -29.3% |
| 6M | +22.8% | -3.8% | +26.7% | +24.4% |
| YTD | +0.2% | -2.0% | +2.2% | +0.9% |
| 1Y | +7.9% | -0.8% | +8.7% | +8.3% |
| 3Y | +55.8% | +12.3% | +43.5% | +51.7% |
| 5Y | +30.1% | -15.4% | +45.5% | +29.0% |
| 10Y | +248.9% | +15.7% | +233.2% | +262.9% |
| All | +463.1% | +103.4% | +359.6% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling