+245.8%
QCOM vs VUG
+405.4%
-159.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | -0.2% |
| 7D | +2.0% | -1.1% | +3.0% | +3.6% |
| 30D | +1.2% | -7.0% | +8.2% | +11.0% |
| 3M | +9.1% | -3.7% | +12.8% | +15.0% |
| 6M | -25.0% | -1.6% | -23.4% | -22.4% |
| YTD | +4.8% | +5.1% | -0.3% | +0.5% |
| 1Y | +3.6% | +3.8% | -0.2% | +0.8% |
| 3Y | +51.5% | +79.9% | -28.4% | -20.8% |
| 5Y | +19.7% | +66.4% | -46.7% | -30.6% |
| 10Y | +245.8% | +405.3% | -159.5% | -46.4% |
| All | +245.8% | +405.4% | -159.6% | -46.4% |
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