+242.8%
QCOM vs VO
+197.4%
+45.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -0.2% | +5.7% | +6.1% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +7.6% | -1.1% | +8.7% | +9.7% |
| 6M | -20.1% | +6.4% | -26.5% | -24.8% |
| YTD | +3.0% | +13.5% | -10.5% | -10.1% |
| 1Y | +3.2% | +13.6% | -10.3% | -9.9% |
| 3Y | +48.9% | +65.2% | -16.3% | -14.7% |
| 5Y | +21.1% | +37.7% | -16.7% | -12.7% |
| 10Y | +242.8% | +198.4% | +44.4% | +6.8% |
| All | +242.8% | +197.4% | +45.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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