+864.7%
QCOM vs VGT
+2,075.1%
-1,210.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.6% |
| 7D | +5.5% | -4.1% | +9.7% | +10.5% |
| 30D | -1.1% | -13.6% | +12.5% | +15.7% |
| 3M | +7.6% | -8.0% | +15.6% | +17.8% |
| 6M | -20.1% | -1.5% | -18.6% | -17.7% |
| YTD | +3.0% | +17.7% | -14.7% | -11.9% |
| 1Y | +3.2% | +13.8% | -10.6% | -8.7% |
| 3Y | +48.9% | +101.6% | -52.7% | -26.0% |
| 5Y | +21.1% | +106.7% | -85.6% | -40.3% |
| 10Y | +242.8% | +717.0% | -474.2% | -56.3% |
| All | +864.7% | +2,075.1% | -1,210.4% | -55.8% |
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