+50,186.6%
QCOM vs VFC
+648.8%
+49,537.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | +3.3% | -1.6% | +4.9% | +3.8% |
| 30D | +7.7% | -11.6% | +19.3% | +11.9% |
| 3M | -30.1% | -18.1% | -12.0% | -26.1% |
| 6M | +22.8% | -27.4% | +50.2% | +33.8% |
| YTD | +0.2% | -24.8% | +25.0% | +7.7% |
| 1Y | +7.9% | -8.2% | +16.1% | +7.6% |
| 3Y | +55.8% | -29.1% | +84.9% | +46.9% |
| 5Y | +30.1% | -79.2% | +109.2% | +85.7% |
| 10Y | +248.9% | -68.1% | +317.0% | +303.4% |
| All | +50,186.6% | +648.8% | +49,537.8% | +27,971.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling