+281.8%
QCOM vs VGT
+797.7%
-515.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.5% |
| 7D | +4.4% | +1.5% | +2.9% | +2.7% |
| 30D | +9.4% | +0.5% | +8.8% | +8.5% |
| 3M | -13.7% | +5.3% | -18.9% | -18.1% |
| 6M | +28.9% | +32.4% | -3.5% | -3.7% |
| YTD | +4.7% | +28.6% | -23.8% | -19.5% |
| 1Y | +13.5% | +37.6% | -24.1% | -18.8% |
| 3Y | +77.1% | +125.5% | -48.4% | -24.5% |
| 5Y | +38.9% | +135.2% | -96.3% | -42.4% |
| 10Y | +281.8% | +812.9% | -531.1% | -56.1% |
| All | +281.8% | +797.7% | -515.9% | -56.1% |
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