+467.3%
QCOM vs VT
+356.1%
+111.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -10.7% | -1.6% | -9.1% | -9.0% |
| 30D | -11.1% | -2.5% | -8.6% | -8.4% |
| 3M | +9.1% | -1.3% | +10.4% | +11.3% |
| 6M | -6.3% | +3.1% | -9.3% | -7.6% |
| YTD | -2.4% | +10.9% | -13.3% | -10.8% |
| 1Y | -7.1% | +12.1% | -19.2% | -15.8% |
| 3Y | +46.6% | +73.9% | -27.3% | -12.2% |
| 5Y | +32.4% | +58.0% | -25.6% | -9.9% |
| 10Y | +221.7% | +225.5% | -3.8% | +21.0% |
| All | +467.3% | +356.1% | +111.2% | +40.3% |
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