+419.0%
QCOM vs VIG
+630.3%
-211.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.0% |
| 7D | +0.4% | -1.8% | +2.2% | +2.9% |
| 30D | -6.6% | +2.7% | -9.3% | -9.3% |
| 3M | +3.7% | 0.0% | +3.7% | +4.1% |
| 6M | -13.3% | +6.8% | -20.1% | -19.3% |
| YTD | -1.8% | +12.1% | -13.9% | -13.5% |
| 1Y | -2.5% | +14.8% | -17.3% | -16.6% |
| 3Y | +47.0% | +62.4% | -15.5% | -14.4% |
| 5Y | +13.1% | +59.6% | -46.4% | -30.5% |
| 10Y | +224.7% | +261.5% | -36.8% | -17.1% |
| All | +419.0% | +630.3% | -211.3% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling