+251.9%
QCOM vs VIG
+262.6%
-10.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +3.1% | +9.9% | +8.3% |
| 30D | +0.2% | +5.0% | -4.9% | -6.1% |
| 3M | +9.2% | +2.7% | +6.5% | +5.7% |
| 6M | -15.0% | +11.0% | -26.0% | -25.8% |
| YTD | +5.2% | +16.0% | -10.8% | -13.3% |
| 1Y | +2.4% | +16.3% | -13.9% | -15.9% |
| 3Y | +52.0% | +66.8% | -14.9% | -20.8% |
| 5Y | +19.7% | +64.8% | -45.0% | -34.8% |
| All | +251.9% | +262.6% | -10.7% | -25.3% |
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