+38.9%
QCOM vs VYM
+76.9%
-38.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.1% |
| 7D | +4.4% | -1.0% | +5.3% | +6.0% |
| 30D | +9.4% | -2.0% | +11.4% | +13.0% |
| 3M | -13.7% | +3.1% | -16.7% | -17.4% |
| 6M | +28.9% | +8.9% | +20.0% | +13.7% |
| YTD | +4.7% | +14.7% | -10.0% | -14.8% |
| 1Y | +13.5% | +19.4% | -5.9% | -13.0% |
| 3Y | +77.1% | +65.4% | +11.7% | -15.7% |
| 5Y | +38.9% | +77.6% | -38.7% | -35.1% |
| All | +38.9% | +76.9% | -38.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling