+39.3%
QCOM vs VT
+69.4%
-30.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.1% | -5.4% | -1.8% |
| 7D | -15.5% | -4.2% | -11.3% | -7.7% |
| 30D | -13.4% | -5.8% | -7.6% | -2.3% |
| 3M | 0.0% | -5.2% | +5.3% | +11.9% |
| 6M | -15.2% | +0.1% | -15.3% | -12.9% |
| YTD | -6.9% | +8.2% | -15.2% | -16.2% |
| 1Y | -11.0% | +10.1% | -21.1% | -22.2% |
| All | +39.3% | +69.4% | -30.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling