+272.2%
QCOM vs VYM
+207.1%
+65.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | +4.9% | -1.9% | +6.8% | +7.4% |
| 30D | +9.3% | -2.6% | +11.9% | +13.0% |
| 3M | -7.0% | +3.6% | -10.6% | -10.9% |
| 6M | +32.0% | +8.7% | +23.3% | +19.8% |
| YTD | +5.0% | +14.1% | -9.1% | -10.3% |
| 1Y | +13.6% | +17.8% | -4.2% | -6.5% |
| 3Y | +77.6% | +64.5% | +13.1% | -0.5% |
| 5Y | +38.2% | +77.5% | -39.3% | -27.0% |
| All | +272.2% | +207.1% | +65.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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