+239.4%
QCOM vs VST
+929.5%
-690.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -13.8% | +19.2% | +8.8% |
| 7D | -5.3% | -15.7% | +10.4% | -1.7% |
| 30D | -4.2% | -17.0% | +12.8% | -0.5% |
| 3M | +7.0% | -15.9% | +22.9% | +10.7% |
| 6M | +3.8% | -25.0% | +28.8% | +10.5% |
| YTD | +2.8% | -25.1% | +27.9% | +8.2% |
| 1Y | +2.3% | -34.9% | +37.2% | +11.0% |
| 3Y | +54.4% | +252.7% | -198.3% | -1.7% |
| 5Y | +23.7% | +582.3% | -558.6% | -34.5% |
| 10Y | +240.0% | +1,076.6% | -836.6% | +57.2% |
| All | +239.4% | +929.5% | -690.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling