+216.5%
QCOM vs VST
+1,112.0%
-895.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.6% | -5.0% | +2.8% |
| 7D | +0.4% | -9.8% | +10.2% | +2.5% |
| 30D | -6.6% | -25.1% | +18.5% | -0.1% |
| 3M | +3.7% | -11.6% | +15.3% | +5.9% |
| 6M | -13.3% | -20.9% | +7.6% | -8.8% |
| YTD | -1.8% | -22.3% | +20.5% | +2.4% |
| 1Y | -2.5% | -32.0% | +29.5% | +4.7% |
| 3Y | +47.0% | +262.4% | -215.4% | -7.4% |
| 5Y | +13.1% | +563.4% | -550.3% | -40.1% |
| All | +216.5% | +1,112.0% | -895.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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