+2.3%
QCOM vs VRT
+12.3%
-10.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -12.9% | +18.2% | +8.5% |
| 7D | -5.3% | -15.4% | +10.0% | -1.6% |
| 30D | -4.2% | -19.0% | +14.7% | +0.4% |
| 3M | +7.0% | -23.8% | +30.9% | +13.2% |
| 6M | +3.8% | -37.9% | +41.7% | +15.4% |
| YTD | +2.8% | +27.0% | -24.1% | +1.6% |
| 1Y | +2.3% | +13.8% | -11.5% | +3.5% |
| All | +2.3% | +12.3% | -10.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling