+1.8%
QCOM vs VG
-39.3%
+41.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +3.3% |
| 30D | +7.7% | +16.0% | -8.3% | +7.2% |
| 3M | -30.1% | +9.7% | -39.8% | -30.4% |
| 6M | +22.8% | +29.6% | -6.7% | +18.6% |
| YTD | +0.2% | +112.0% | -111.8% | -9.8% |
| 1Y | +7.9% | +12.8% | -4.9% | +5.2% |
| All | +1.8% | -39.3% | +41.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling