+10.9%
QCOM vs VSH
+105.2%
-94.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.6% |
| 7D | +5.1% | +6.2% | -1.2% | +2.4% |
| 30D | +4.3% | -11.1% | +15.4% | +9.0% |
| 3M | -19.6% | -44.9% | +25.3% | +3.3% |
| 6M | +29.5% | +90.0% | -60.5% | +6.6% |
| YTD | +3.4% | +118.8% | -115.4% | -21.9% |
| 1Y | +10.9% | +109.0% | -98.1% | -14.4% |
| All | +10.9% | +105.2% | -94.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling