+281.8%
QCOM vs EFV
+162.1%
+119.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.9% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | -13.7% | +8.4% | -22.1% | -20.9% |
| 6M | +28.9% | +12.3% | +16.6% | +14.1% |
| YTD | +4.7% | +17.4% | -12.7% | -11.7% |
| 1Y | +13.5% | +27.1% | -13.6% | -12.0% |
| 3Y | +77.1% | +90.7% | -13.6% | -9.9% |
| 5Y | +38.9% | +95.6% | -56.7% | -30.7% |
| 10Y | +281.8% | +165.3% | +116.5% | +53.0% |
| All | +281.8% | +162.1% | +119.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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