+254.0%
QCOM vs ED
+101.3%
+152.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -30.1% | +3.9% | -34.0% | -30.6% |
| 6M | +22.8% | -3.0% | +25.9% | +23.0% |
| YTD | +0.2% | +10.7% | -10.5% | -1.8% |
| 1Y | +7.9% | +13.3% | -5.5% | +5.1% |
| 3Y | +55.8% | +34.5% | +21.3% | +43.0% |
| 5Y | +30.1% | +67.1% | -37.1% | +11.9% |
| All | +254.0% | +101.3% | +152.7% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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