+329.3%
QCOM vs VTEB
+26.7%
+302.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.8% | +4.1% | +4.0% |
| 30D | +7.7% | -1.3% | +9.0% | +9.0% |
| 3M | -30.1% | -2.1% | -27.9% | -28.7% |
| 6M | +22.8% | -1.7% | +24.5% | +24.9% |
| YTD | +0.2% | -0.6% | +0.8% | +0.9% |
| 1Y | +7.9% | +3.1% | +4.8% | +5.4% |
| 3Y | +55.8% | +9.2% | +46.6% | +44.4% |
| 5Y | +30.1% | +2.2% | +27.9% | +26.1% |
| 10Y | +248.9% | +18.8% | +230.1% | +252.0% |
| All | +329.3% | +26.7% | +302.7% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling