+230.9%
QCOM vs VIG
+267.0%
-36.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +0.2% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -2.3% | +4.3% | -6.6% | -7.5% |
| 3M | +2.7% | +2.0% | +0.7% | +0.2% |
| 6M | -21.0% | +10.2% | -31.2% | -30.4% |
| YTD | +1.8% | +14.8% | -13.0% | -14.9% |
| 1Y | +2.4% | +17.5% | -15.0% | -17.0% |
| 3Y | +52.1% | +67.4% | -15.3% | -21.0% |
| 5Y | +14.6% | +63.4% | -48.7% | -36.7% |
| 10Y | +230.9% | +259.9% | -29.0% | -29.1% |
| All | +230.9% | +267.0% | -36.1% | -29.1% |
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