+263.7%
QCOM vs VIG
+240.3%
+23.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +4.3% |
| 7D | +5.1% | -0.4% | +5.5% | +5.6% |
| 30D | +4.3% | -2.1% | +6.4% | +7.3% |
| 3M | -19.6% | +3.3% | -23.0% | -23.1% |
| 6M | +29.5% | +9.3% | +20.2% | +15.2% |
| YTD | +3.4% | +10.1% | -6.8% | -8.9% |
| 1Y | +10.9% | +14.7% | -3.8% | -7.2% |
| 3Y | +74.8% | +56.9% | +17.8% | -1.1% |
| 5Y | +36.2% | +62.9% | -26.7% | -24.1% |
| 10Y | +263.7% | +241.3% | +22.4% | -10.5% |
| All | +263.7% | +240.3% | +23.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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