+74.8%
QCOM vs VGT
+126.0%
-51.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | +5.1% | +1.8% | +3.2% | +2.9% |
| 30D | +4.3% | -0.3% | +4.6% | +4.5% |
| 3M | -19.6% | +3.4% | -23.0% | -22.2% |
| 6M | +29.5% | +35.0% | -5.5% | -5.0% |
| YTD | +3.4% | +28.8% | -25.4% | -20.5% |
| 1Y | +10.9% | +38.0% | -27.1% | -20.9% |
| 3Y | +74.8% | +125.8% | -51.0% | -26.2% |
| All | +74.8% | +126.0% | -51.2% | -26.2% |
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