+14.1%
QCOM vs VIG
+64.4%
-50.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | +4.3% | +3.5% | +0.8% | -1.7% |
| 30D | -0.1% | +4.9% | -5.0% | -7.6% |
| 3M | +5.2% | +2.5% | +2.7% | +1.2% |
| 6M | -18.4% | +11.0% | -29.4% | -31.1% |
| YTD | +2.4% | +16.0% | -13.6% | -19.5% |
| 1Y | +0.9% | +17.5% | -16.7% | -22.4% |
| 3Y | +48.4% | +67.0% | -18.6% | -34.5% |
| All | +14.1% | +64.4% | -50.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling