+52.1%
QCOM vs VLTO
+54.1%
-2.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.4% |
| 7D | -15.5% | +12.0% | -27.5% | -18.7% |
| 30D | -13.4% | +20.8% | -34.3% | -19.2% |
| 3M | 0.0% | +20.1% | -20.1% | -6.5% |
| 6M | -15.2% | +32.6% | -47.8% | -24.3% |
| YTD | -6.9% | +17.3% | -24.2% | -12.0% |
| 1Y | -11.0% | +17.3% | -28.3% | -16.0% |
| 3Y | +39.8% | +66.9% | -27.2% | +17.7% |
| All | +52.1% | +54.1% | -2.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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