+213.4%
QCOM vs VRT
+1,742.5%
-1,529.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.1% | +4.5% |
| 7D | +0.4% | -21.4% | +21.7% | +7.0% |
| 30D | -6.6% | -25.8% | +19.2% | +0.8% |
| 3M | +3.7% | -33.5% | +37.2% | +14.8% |
| 6M | -13.3% | -49.0% | +35.7% | +2.8% |
| YTD | -1.8% | +12.9% | -14.7% | -9.4% |
| 1Y | -2.5% | 0.0% | -2.5% | -7.3% |
| 3Y | +47.0% | +361.8% | -314.8% | -19.7% |
| 5Y | +13.1% | +565.1% | -552.0% | -50.0% |
| All | +213.4% | +1,742.5% | -1,529.1% | +1.9% |
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