+19.7%
QCOM vs VUG
+65.5%
-45.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.6% |
| 7D | +13.0% | +4.4% | +8.6% | +7.3% |
| 30D | +0.2% | -7.3% | +7.5% | +10.6% |
| 3M | +9.2% | -4.2% | +13.5% | +16.0% |
| 6M | -15.0% | -1.6% | -13.4% | -12.1% |
| YTD | +5.2% | +4.9% | +0.3% | +1.1% |
| 1Y | +2.4% | +3.8% | -1.4% | -0.4% |
| 3Y | +52.0% | +79.4% | -27.5% | -21.4% |
| 5Y | +19.7% | +63.9% | -44.2% | -27.7% |
| All | +19.7% | +65.5% | -45.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling