+52.1%
QCOM vs VRT
+398.5%
-346.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -6.0% | +0.9% |
| 7D | +5.8% | -10.6% | +16.4% | +8.5% |
| 30D | -2.3% | -17.4% | +15.1% | +2.1% |
| 3M | +2.7% | -26.4% | +29.1% | +10.2% |
| 6M | -21.0% | -41.0% | +20.0% | -10.3% |
| YTD | +1.8% | +23.8% | -22.0% | -7.8% |
| 1Y | +2.4% | +11.6% | -9.2% | -4.9% |
| 3Y | +52.1% | +403.5% | -351.4% | -22.1% |
| All | +52.1% | +398.5% | -346.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling