+864.7%
QCOM vs VTV
+729.9%
+134.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +5.5% | 0.0% | +5.5% | +5.8% |
| 30D | -1.1% | +3.2% | -4.3% | -4.0% |
| 3M | +7.6% | +1.7% | +5.9% | +6.2% |
| 6M | -20.1% | +11.0% | -31.1% | -27.5% |
| YTD | +3.0% | +21.0% | -18.0% | -14.1% |
| 1Y | +3.2% | +24.3% | -21.0% | -16.1% |
| 3Y | +48.9% | +76.9% | -28.1% | -13.0% |
| 5Y | +21.1% | +76.9% | -55.9% | -27.4% |
| 10Y | +242.8% | +227.8% | +15.0% | +17.4% |
| All | +864.7% | +729.9% | +134.8% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling