+838.1%
QCOM vs VUG
+1,251.8%
-413.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +7.7% | -0.3% | +8.0% | +8.1% |
| 3M | -30.1% | -0.7% | -29.4% | -29.0% |
| 6M | +22.8% | +14.6% | +8.2% | +6.2% |
| YTD | +0.2% | +9.0% | -8.8% | -8.4% |
| 1Y | +7.9% | +14.9% | -7.0% | -6.7% |
| 3Y | +55.8% | +86.0% | -30.2% | -19.9% |
| 5Y | +30.1% | +76.7% | -46.6% | -28.0% |
| 10Y | +248.9% | +411.3% | -162.4% | -36.9% |
| All | +838.1% | +1,251.8% | -413.7% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling