+263.7%
QCOM vs VUG
+408.5%
-144.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.6% |
| 7D | +5.1% | +0.9% | +4.2% | +4.0% |
| 30D | +4.3% | -1.4% | +5.7% | +6.0% |
| 3M | -19.6% | +2.3% | -22.0% | -21.4% |
| 6M | +29.5% | +15.7% | +13.8% | +10.0% |
| YTD | +3.4% | +8.6% | -5.2% | -5.5% |
| 1Y | +10.9% | +14.1% | -3.1% | -3.9% |
| 3Y | +74.8% | +87.9% | -13.1% | -13.9% |
| 5Y | +36.2% | +76.3% | -40.1% | -26.6% |
| 10Y | +263.7% | +409.7% | -145.9% | -38.6% |
| All | +263.7% | +408.5% | -144.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling