+87.8%
QRVO vs VT
+221.4%
-133.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +2.0% |
| 7D | +8.0% | +1.0% | +6.9% | +6.3% |
| 30D | +5.0% | -0.2% | +5.3% | +5.4% |
| 3M | +4.2% | +4.5% | -0.4% | -2.7% |
| 6M | +34.0% | +14.1% | +20.0% | +8.6% |
| YTD | +23.1% | +14.8% | +8.4% | -1.5% |
| 1Y | +13.4% | +21.2% | -7.8% | -16.4% |
| 3Y | +4.8% | +76.6% | -71.8% | -55.1% |
| 5Y | -41.8% | +66.6% | -108.4% | -71.8% |
| 10Y | +87.8% | +222.3% | -134.5% | -64.4% |
| All | +87.8% | +221.4% | -133.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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