+19.7%
QCOM vs VO
+37.2%
-17.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.6% |
| 7D | +13.0% | +2.9% | +10.1% | +8.3% |
| 30D | +0.2% | +1.0% | -0.8% | -0.7% |
| 3M | +9.2% | -1.7% | +10.9% | +12.6% |
| 6M | -15.0% | +6.7% | -21.7% | -21.3% |
| YTD | +5.2% | +14.0% | -8.8% | -10.8% |
| 1Y | +2.4% | +13.7% | -11.3% | -12.8% |
| 3Y | +52.0% | +65.8% | -13.9% | -21.1% |
| 5Y | +19.7% | +36.6% | -16.9% | -16.6% |
| All | +19.7% | +37.2% | -17.4% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling