+3.2%
QCOM vs VUG
+2.7%
+0.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.2% |
| 7D | +5.5% | -1.2% | +6.7% | +7.7% |
| 30D | -1.1% | -8.9% | +7.7% | +12.6% |
| 3M | +7.6% | -5.9% | +13.5% | +17.7% |
| 6M | -20.1% | -3.3% | -16.8% | -14.6% |
| YTD | +3.0% | +3.4% | -0.4% | +5.3% |
| 1Y | +3.2% | +1.9% | +1.4% | +7.3% |
| All | +3.2% | +2.7% | +0.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling