+242.6%
QCOM vs ET
+160.8%
+81.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +2.5% | +1.7% | +3.5% |
| 30D | -0.1% | -2.5% | +2.4% | +0.5% |
| 3M | +5.2% | -4.9% | +10.1% | +6.6% |
| 6M | -18.4% | -0.1% | -18.3% | -18.8% |
| YTD | +2.4% | +26.2% | -23.8% | -5.6% |
| 1Y | +0.9% | +25.2% | -24.3% | -6.8% |
| 3Y | +48.4% | +84.2% | -35.8% | +22.2% |
| 5Y | +16.6% | +216.1% | -199.5% | -17.6% |
| All | +242.6% | +160.8% | +81.8% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling