+216.5%
QCOM vs VUG
+391.5%
-175.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.4% |
| 7D | +0.4% | -3.4% | +3.8% | +5.0% |
| 30D | -6.6% | -11.1% | +4.5% | +8.0% |
| 3M | +3.7% | -7.2% | +10.9% | +14.3% |
| 6M | -13.3% | -4.1% | -9.2% | -7.4% |
| YTD | -1.8% | +1.4% | -3.2% | -1.7% |
| 1Y | -2.5% | +1.9% | -4.4% | -3.1% |
| 3Y | +47.0% | +77.7% | -30.8% | -22.0% |
| 5Y | +13.1% | +57.6% | -44.5% | -30.1% |
| All | +216.5% | +391.5% | -175.0% | -48.8% |
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