+251.9%
QCOM vs VIVK
-100.0%
+351.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.4% |
| 7D | +13.0% | -38.6% | +51.7% | +13.4% |
| 30D | +0.2% | -87.7% | +87.9% | +1.6% |
| 3M | +9.2% | -98.9% | +108.1% | +12.4% |
| 6M | -15.0% | -100.0% | +85.0% | -10.8% |
| YTD | +5.2% | -100.0% | +105.1% | +9.6% |
| 1Y | +2.4% | -100.0% | +102.4% | +8.5% |
| 3Y | +52.0% | -100.0% | +152.0% | +60.7% |
| 5Y | +19.7% | -100.0% | +119.7% | +27.1% |
| All | +251.9% | -100.0% | +351.9% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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