+242.8%
QCOM vs EL
+60.9%
+181.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +5.5% | +7.6% | -2.1% | +2.6% |
| 30D | -1.1% | +15.7% | -16.8% | -6.8% |
| 3M | +7.6% | +30.5% | -22.9% | -4.6% |
| 6M | -20.1% | +32.5% | -52.6% | -30.0% |
| YTD | +3.0% | +9.4% | -6.4% | -4.0% |
| 1Y | +3.2% | +28.4% | -25.1% | -10.4% |
| 3Y | +48.9% | +4.4% | +44.4% | +27.8% |
| 5Y | +21.1% | -64.5% | +85.6% | +80.8% |
| 10Y | +242.8% | +64.9% | +177.9% | +157.5% |
| All | +242.8% | +60.9% | +181.9% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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