+482.2%
QCOM vs VT
+374.2%
+108.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.4% | +2.9% | +2.8% |
| 30D | +7.7% | +1.0% | +6.7% | +6.6% |
| 3M | -30.1% | +2.4% | -32.4% | -31.1% |
| 6M | +22.8% | +12.0% | +10.8% | +10.4% |
| YTD | +0.2% | +15.3% | -15.1% | -12.5% |
| 1Y | +7.9% | +22.6% | -14.7% | -11.2% |
| 3Y | +55.8% | +74.7% | -18.8% | -7.6% |
| 5Y | +30.1% | +66.1% | -36.1% | -16.3% |
| 10Y | +248.9% | +225.0% | +23.9% | +29.5% |
| All | +482.2% | +374.2% | +108.0% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling