+251.9%
QCOM vs VTV
+229.4%
+22.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.9% |
| 7D | +13.0% | +2.3% | +10.7% | +9.8% |
| 30D | +0.2% | +3.8% | -3.6% | -4.1% |
| 3M | +9.2% | +1.7% | +7.5% | +7.4% |
| 6M | -15.0% | +10.9% | -25.9% | -24.5% |
| YTD | +5.2% | +21.7% | -16.6% | -16.2% |
| 1Y | +2.4% | +23.4% | -21.0% | -19.7% |
| 3Y | +52.0% | +78.0% | -26.0% | -20.9% |
| 5Y | +19.7% | +77.4% | -57.7% | -35.8% |
| All | +251.9% | +229.4% | +22.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling