+224.9%
QCOM vs VRT
+1,919.9%
-1,695.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -6.0% | +0.9% |
| 7D | +5.8% | -10.6% | +16.4% | +8.6% |
| 30D | -2.3% | -17.4% | +15.1% | +2.2% |
| 3M | +2.7% | -26.4% | +29.1% | +10.3% |
| 6M | -21.0% | -41.0% | +20.0% | -10.2% |
| YTD | +1.8% | +23.8% | -22.0% | -8.6% |
| 1Y | +2.4% | +11.6% | -9.2% | -5.7% |
| 3Y | +52.1% | +403.5% | -351.4% | -19.0% |
| 5Y | +14.6% | +647.0% | -632.4% | -51.2% |
| All | +224.9% | +1,919.9% | -1,695.0% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling