+74.8%
QCOM vs VIVK
-100.0%
+174.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.5% | +3.1% |
| 7D | +5.1% | +13.1% | -8.0% | +5.0% |
| 30D | +4.3% | -29.7% | +33.9% | +4.4% |
| 3M | -19.6% | -93.0% | +73.3% | -18.5% |
| 6M | +29.5% | -98.0% | +127.4% | +32.0% |
| YTD | +3.4% | -97.8% | +101.1% | +4.9% |
| 1Y | +10.9% | -100.0% | +110.9% | +14.4% |
| 3Y | +74.8% | -100.0% | +174.8% | +69.4% |
| All | +74.8% | -100.0% | +174.8% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling