+36.2%
QCOM vs VTV
+80.5%
-44.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +4.5% |
| 7D | +5.1% | +0.3% | +4.8% | +4.5% |
| 30D | +4.3% | +0.1% | +4.1% | +3.9% |
| 3M | -19.6% | +6.2% | -25.8% | -26.8% |
| 6M | +29.5% | +13.5% | +16.0% | +7.1% |
| YTD | +3.4% | +18.9% | -15.5% | -20.4% |
| 1Y | +10.9% | +25.8% | -14.9% | -21.5% |
| 3Y | +74.8% | +68.7% | +6.0% | -19.3% |
| 5Y | +36.2% | +80.3% | -44.1% | -39.0% |
| All | +36.2% | +80.5% | -44.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling