0.0%
QCOM vs VRT
-34.6%
+34.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.0% | +4.5% | -6.8% |
| 7D | -15.5% | -28.1% | +12.7% | -11.1% |
| 30D | -13.4% | -30.2% | +16.8% | -8.4% |
| 3M | 0.0% | -36.4% | +36.4% | +6.9% |
| All | 0.0% | -34.6% | +34.7% | +6.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling