+216.5%
QCOM vs VSH
+95.6%
+120.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +2.7% |
| 7D | +0.4% | -12.9% | +13.3% | +6.9% |
| 30D | -6.6% | -36.9% | +30.2% | +15.7% |
| 3M | +3.7% | -28.8% | +32.4% | +19.3% |
| 6M | -13.3% | -30.3% | +17.0% | -2.7% |
| YTD | -1.8% | +62.4% | -64.2% | -30.5% |
| 1Y | -2.5% | +62.5% | -65.0% | -31.3% |
| 3Y | +47.0% | +7.4% | +39.6% | +21.2% |
| 5Y | +13.1% | +25.4% | -12.3% | -14.5% |
| All | +216.5% | +95.6% | +120.9% | +81.8% |
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