+74.8%
QCOM vs VTV
+69.1%
+5.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +4.6% |
| 7D | +5.1% | +0.3% | +4.8% | +4.4% |
| 30D | +4.3% | +0.1% | +4.1% | +3.9% |
| 3M | -19.6% | +6.2% | -25.8% | -27.4% |
| 6M | +29.5% | +13.5% | +16.0% | +6.0% |
| YTD | +3.4% | +18.9% | -15.5% | -21.4% |
| 1Y | +10.9% | +25.8% | -14.9% | -22.8% |
| 3Y | +74.8% | +68.7% | +6.0% | -17.9% |
| All | +74.8% | +69.1% | +5.7% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling