+52.1%
QCOM vs VGT
+107.7%
-55.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +0.1% |
| 7D | +5.8% | -1.6% | +7.4% | +8.0% |
| 30D | -2.3% | -12.5% | +10.2% | +14.0% |
| 3M | +2.7% | -7.7% | +10.4% | +12.9% |
| 6M | -21.0% | -0.2% | -20.8% | -19.6% |
| YTD | +1.8% | +19.3% | -17.4% | -14.3% |
| 1Y | +2.4% | +18.2% | -15.8% | -13.1% |
| 3Y | +52.1% | +109.6% | -57.5% | -30.4% |
| All | +52.1% | +107.7% | -55.6% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling