+51.9%
QCOM vs VO
+68.0%
-16.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -0.3% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +1.2% | +2.0% | -0.8% | -1.4% |
| 3M | +9.1% | -0.3% | +9.4% | +10.2% |
| 6M | -25.0% | +7.3% | -32.3% | -31.6% |
| YTD | +4.8% | +15.0% | -10.1% | -13.4% |
| 1Y | +3.6% | +14.7% | -11.1% | -14.1% |
| All | +51.9% | +68.0% | -16.1% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling