+13.5%
QCOM vs ET
+35.5%
-22.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.4% | +0.6% | +3.7% | +4.3% |
| 30D | +9.4% | +5.3% | +4.1% | +8.8% |
| 3M | -13.7% | +15.6% | -29.3% | -15.8% |
| 6M | +28.9% | +20.6% | +8.3% | +22.3% |
| YTD | +4.7% | +38.5% | -33.8% | -9.0% |
| 1Y | +13.5% | +35.7% | -22.2% | -2.0% |
| All | +13.5% | +35.5% | -22.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling