+254.0%
QCOM vs EL
+32.5%
+221.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | +7.7% | +19.8% | -12.1% | -0.8% |
| 3M | -30.1% | +25.7% | -55.8% | -37.0% |
| 6M | +22.8% | +5.4% | +17.4% | +17.5% |
| YTD | +0.2% | +0.2% | 0.0% | -3.0% |
| 1Y | +7.9% | +20.4% | -12.6% | -4.3% |
| 3Y | +55.8% | -32.1% | +88.0% | +64.1% |
| 5Y | +30.1% | -67.2% | +97.3% | +100.0% |
| All | +254.0% | +32.5% | +221.5% | +188.7% |
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