+838.1%
QCOM vs VO
+827.2%
+10.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +7.7% | -0.3% | +8.0% | +8.1% |
| 3M | -30.1% | +2.9% | -33.0% | -31.6% |
| 6M | +22.8% | +9.3% | +13.5% | +13.4% |
| YTD | +0.2% | +14.2% | -14.0% | -11.3% |
| 1Y | +7.9% | +15.3% | -7.4% | -5.0% |
| 3Y | +55.8% | +56.2% | -0.4% | +3.8% |
| 5Y | +30.1% | +42.4% | -12.4% | -2.6% |
| 10Y | +248.9% | +194.7% | +54.1% | +38.4% |
| All | +838.1% | +827.2% | +10.9% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling