0.0%
QCOM vs VG
-10.5%
+10.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.5% | -9.6% |
| 7D | -15.5% | -22.0% | +6.5% | -16.1% |
| 30D | -13.4% | -14.7% | +1.3% | -13.6% |
| 3M | 0.0% | -7.1% | +7.1% | +2.6% |
| All | 0.0% | -10.5% | +10.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3mo: compounded portfolio wealth divided by compounded VG 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…
3mo analysis · Full analysis span regression · Available span rolling