+2.3%
QCOM vs VFC
+52.5%
-50.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +4.1% |
| 7D | -5.3% | +21.5% | -26.8% | -10.2% |
| 30D | -4.2% | +46.7% | -50.9% | -13.8% |
| 3M | +7.0% | +38.4% | -31.3% | -2.3% |
| 6M | +3.8% | +15.2% | -11.4% | -1.8% |
| YTD | +2.8% | +17.8% | -15.0% | -4.0% |
| 1Y | +2.3% | +55.6% | -53.3% | -14.4% |
| All | +2.3% | +52.5% | -50.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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