-2.5%
QCOM vs VRT
-4.2%
+1.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.1% | +4.6% |
| 7D | +0.4% | -21.4% | +21.7% | +6.1% |
| 30D | -6.6% | -25.8% | +19.2% | +0.1% |
| 3M | +3.7% | -33.5% | +37.2% | +13.6% |
| 6M | -13.3% | -49.0% | +35.7% | +0.6% |
| YTD | -1.8% | +12.9% | -14.7% | +1.9% |
| 1Y | -2.5% | 0.0% | -2.5% | +3.3% |
| All | -2.5% | -4.2% | +1.7% | +3.3% |
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