+618.2%
QCOM vs VNQ
+399.1%
+219.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | +4.3% | +0.8% | +3.5% | +3.9% |
| 30D | -0.1% | +6.8% | -6.9% | -3.3% |
| 3M | +5.2% | -1.3% | +6.5% | +6.0% |
| 6M | -18.4% | +2.4% | -20.7% | -19.6% |
| YTD | +2.4% | +12.1% | -9.7% | -3.7% |
| 1Y | +0.9% | +12.0% | -11.1% | -5.1% |
| 3Y | +48.4% | +44.8% | +3.6% | +22.6% |
| 5Y | +16.6% | +6.9% | +9.7% | +12.6% |
| 10Y | +237.8% | +82.9% | +154.9% | +151.6% |
| All | +618.2% | +399.1% | +219.1% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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