+838.1%
QCOM vs VTV
+721.7%
+116.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | +7.7% | +1.1% | +6.6% | +6.5% |
| 3M | -30.1% | +5.9% | -35.9% | -33.8% |
| 6M | +22.8% | +11.6% | +11.2% | +10.7% |
| YTD | +0.2% | +19.8% | -19.6% | -15.9% |
| 1Y | +7.9% | +26.2% | -18.4% | -13.9% |
| 3Y | +55.8% | +68.5% | -12.6% | -4.7% |
| 5Y | +30.1% | +79.9% | -49.8% | -23.5% |
| 10Y | +248.9% | +229.7% | +19.2% | +18.5% |
| All | +838.1% | +721.7% | +116.4% | +26.8% |
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