+38.9%
QCOM vs VTEB
+1.5%
+37.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.1% |
| 7D | +4.4% | -0.7% | +5.0% | +5.4% |
| 30D | +9.4% | -2.1% | +11.4% | +12.6% |
| 3M | -13.7% | -2.7% | -11.0% | -10.3% |
| 6M | +28.9% | -2.1% | +31.0% | +33.1% |
| YTD | +4.7% | -1.1% | +5.9% | +6.9% |
| 1Y | +13.5% | +1.3% | +12.2% | +12.3% |
| 3Y | +77.1% | +9.0% | +68.1% | +52.7% |
| 5Y | +38.9% | +1.5% | +37.4% | +36.5% |
| All | +38.9% | +1.5% | +37.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling