+242.6%
QCOM vs VYM
+205.6%
+37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.3% | +3.7% | +0.6% | -0.4% |
| 30D | -0.1% | +3.7% | -3.8% | -4.2% |
| 3M | +5.2% | -0.7% | +5.9% | +6.7% |
| 6M | -18.4% | +7.2% | -25.6% | -24.5% |
| YTD | +2.4% | +16.9% | -14.5% | -14.9% |
| 1Y | +0.9% | +19.6% | -18.7% | -18.5% |
| 3Y | +48.4% | +74.6% | -26.2% | -22.5% |
| 5Y | +16.6% | +72.3% | -55.8% | -36.5% |
| All | +242.6% | +205.6% | +37.0% | -9.3% |
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