+245.8%
QCOM vs VGT
+741.7%
-495.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | -1.4% |
| 7D | +2.0% | -1.6% | +3.5% | +3.9% |
| 30D | +1.2% | -10.1% | +11.3% | +14.0% |
| 3M | +9.1% | -5.3% | +14.4% | +16.1% |
| 6M | -25.0% | +0.2% | -25.2% | -24.3% |
| YTD | +4.8% | +21.1% | -16.3% | -13.6% |
| 1Y | +3.6% | +18.2% | -14.6% | -12.4% |
| 3Y | +51.5% | +107.4% | -55.9% | -29.0% |
| 5Y | +19.7% | +111.5% | -91.8% | -44.3% |
| 10Y | +245.8% | +735.5% | -489.7% | -58.3% |
| All | +245.8% | +741.7% | -495.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling