+838.1%
QCOM vs VGT
+2,283.9%
-1,445.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +3.3% | +1.0% | +2.3% | +2.3% |
| 30D | +7.7% | +1.3% | +6.4% | +6.2% |
| 3M | -30.1% | -1.1% | -28.9% | -28.8% |
| 6M | +22.8% | +32.6% | -9.8% | -7.5% |
| YTD | +0.2% | +29.0% | -28.8% | -22.6% |
| 1Y | +7.9% | +39.7% | -31.8% | -23.2% |
| 3Y | +55.8% | +120.9% | -65.1% | -29.9% |
| 5Y | +30.1% | +133.6% | -103.5% | -43.7% |
| 10Y | +248.9% | +792.6% | -543.7% | -59.6% |
| All | +838.1% | +2,283.9% | -1,445.8% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling