-5.4%
QCOM vs VG
-51.4%
+46.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.5% | -9.4% |
| 7D | -15.5% | -22.0% | +6.5% | -15.0% |
| 30D | -13.4% | -14.7% | +1.3% | -13.1% |
| 3M | 0.0% | -7.1% | +7.1% | +0.1% |
| 6M | -15.2% | -11.2% | -4.0% | -15.3% |
| YTD | -6.9% | +69.8% | -76.8% | -15.8% |
| 1Y | -11.0% | +49.9% | -60.8% | -18.5% |
| All | -5.4% | -51.4% | +46.0% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling