+52.1%
QCOM vs EFV
+91.1%
-39.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | 0.0% |
| 7D | +5.8% | +1.7% | +4.0% | +3.5% |
| 30D | -2.3% | +3.4% | -5.7% | -6.4% |
| 3M | +2.7% | -1.7% | +4.4% | +5.4% |
| 6M | -21.0% | +6.4% | -27.4% | -26.6% |
| YTD | +1.8% | +16.3% | -14.5% | -15.9% |
| 1Y | +2.4% | +22.9% | -20.5% | -21.4% |
| 3Y | +52.1% | +92.8% | -40.7% | -28.6% |
| All | +52.1% | +91.1% | -39.0% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling