+230.9%
QCOM vs VUG
+405.9%
-175.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +0.4% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | -2.3% | -8.2% | +5.9% | +8.8% |
| 3M | +2.7% | -5.4% | +8.1% | +10.6% |
| 6M | -21.0% | -2.5% | -18.5% | -17.4% |
| YTD | +1.8% | +4.2% | -2.4% | -1.4% |
| 1Y | +2.4% | +5.0% | -2.6% | -1.8% |
| 3Y | +52.1% | +81.7% | -29.6% | -21.4% |
| 5Y | +14.6% | +62.5% | -47.9% | -31.6% |
| 10Y | +230.9% | +396.3% | -165.4% | -47.9% |
| All | +230.9% | +405.9% | -175.0% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling