+219.7%
QCOM vs VRT
+2,725.9%
-2,506.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.2% |
| 7D | +3.3% | +9.1% | -5.8% | +0.6% |
| 30D | +7.7% | +0.9% | +6.8% | +7.1% |
| 3M | -30.1% | -13.4% | -16.7% | -27.7% |
| 6M | +22.8% | +11.7% | +11.2% | +17.2% |
| YTD | +0.2% | +73.2% | -73.0% | -17.2% |
| 1Y | +7.9% | +123.4% | -115.6% | -18.3% |
| 3Y | +55.8% | +606.2% | -550.3% | -24.1% |
| 5Y | +30.1% | +899.9% | -869.8% | -48.3% |
| All | +219.7% | +2,725.9% | -2,506.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling