+242.6%
QCOM vs VGT
+716.3%
-473.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -0.8% |
| 7D | +4.3% | +2.5% | +1.8% | +1.5% |
| 30D | -0.1% | -9.5% | +9.4% | +11.8% |
| 3M | +5.2% | -9.5% | +14.7% | +17.6% |
| 6M | -18.4% | -1.8% | -16.6% | -15.9% |
| YTD | +2.4% | +18.4% | -16.0% | -13.5% |
| 1Y | +0.9% | +18.7% | -17.8% | -15.1% |
| 3Y | +48.4% | +103.8% | -55.4% | -29.1% |
| 5Y | +16.6% | +104.4% | -87.8% | -43.8% |
| All | +242.6% | +716.3% | -473.6% | -58.5% |
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