+230.9%
QCOM vs ED
+132.0%
+98.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -2.3% | +11.6% | -13.9% | -3.6% |
| 3M | +2.7% | +10.5% | -7.8% | +1.5% |
| 6M | -21.0% | +13.2% | -34.2% | -22.4% |
| YTD | +1.8% | +22.1% | -20.3% | -1.3% |
| 1Y | +2.4% | +24.2% | -21.7% | -1.1% |
| 3Y | +52.1% | +46.9% | +5.2% | +38.6% |
| 5Y | +14.6% | +80.8% | -66.2% | -1.7% |
| 10Y | +230.9% | +134.3% | +96.6% | +174.4% |
| All | +230.9% | +132.0% | +98.8% | +174.4% |
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