+197.0%
QCOM vs VRT
+1,680.7%
-1,483.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.0% | +4.5% | -5.4% |
| 7D | -15.5% | -28.1% | +12.7% | -7.3% |
| 30D | -13.4% | -30.2% | +16.8% | -4.9% |
| 3M | 0.0% | -36.4% | +36.4% | +12.1% |
| 6M | -15.2% | -48.2% | +32.9% | 0.0% |
| YTD | -6.9% | +9.2% | -16.1% | -13.3% |
| 1Y | -11.0% | -7.2% | -3.7% | -13.4% |
| 3Y | +39.8% | +338.7% | -299.0% | -22.5% |
| 5Y | +7.2% | +542.8% | -535.7% | -52.2% |
| All | +197.0% | +1,680.7% | -1,483.7% | -2.5% |
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