+199.9%
QCOM vs VT
+214.8%
-14.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.1% | -5.4% | -3.5% |
| 7D | -15.5% | -4.2% | -11.3% | -9.4% |
| 30D | -13.4% | -5.8% | -7.6% | -4.8% |
| 3M | 0.0% | -5.2% | +5.3% | +9.3% |
| 6M | -15.2% | +0.1% | -15.3% | -13.3% |
| YTD | -6.9% | +8.2% | -15.2% | -14.7% |
| 1Y | -11.0% | +10.1% | -21.1% | -20.2% |
| 3Y | +39.8% | +69.7% | -29.9% | -28.8% |
| 5Y | +7.2% | +53.4% | -46.2% | -35.6% |
| All | +199.9% | +214.8% | -14.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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