+272.2%
QCOM vs ET
+179.3%
+92.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +4.9% | +1.4% | +3.6% | +4.5% |
| 30D | +9.3% | +4.6% | +4.7% | +7.9% |
| 3M | -7.0% | +16.0% | -23.0% | -11.3% |
| 6M | +32.0% | +22.8% | +9.2% | +23.6% |
| YTD | +5.0% | +38.9% | -33.8% | -5.4% |
| 1Y | +13.6% | +34.1% | -20.5% | +3.4% |
| 3Y | +77.6% | +98.8% | -21.2% | +44.3% |
| 5Y | +38.2% | +246.8% | -208.6% | -3.7% |
| All | +272.2% | +179.3% | +92.9% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ET 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling