+74.8%
QCOM vs ET
+96.2%
-21.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.1% |
| 7D | +5.1% | +0.4% | +4.6% | +4.9% |
| 30D | +4.3% | +6.9% | -2.6% | +1.0% |
| 3M | -19.6% | +13.1% | -32.7% | -24.6% |
| 6M | +29.5% | +18.7% | +10.8% | +17.7% |
| YTD | +3.4% | +37.4% | -34.1% | -13.8% |
| 1Y | +10.9% | +34.8% | -23.9% | -6.5% |
| 3Y | +74.8% | +96.8% | -22.0% | +24.2% |
| All | +74.8% | +96.2% | -21.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling