+245.8%
QCOM vs VSH
+141.4%
+104.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -2.6% |
| 7D | +2.0% | +12.8% | -10.8% | -4.5% |
| 30D | +1.2% | -9.0% | +10.2% | +4.4% |
| 3M | +9.1% | -12.2% | +21.3% | +12.7% |
| 6M | -25.0% | -15.9% | -9.1% | -23.6% |
| YTD | +4.8% | +103.2% | -98.4% | -34.0% |
| 1Y | +3.6% | +108.4% | -104.8% | -35.8% |
| 3Y | +51.5% | +41.6% | +9.9% | +8.1% |
| 5Y | +19.7% | +54.6% | -34.9% | -18.8% |
| 10Y | +245.8% | +138.2% | +107.6% | +79.1% |
| All | +245.8% | +141.4% | +104.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling