+38.9%
QCOM vs ET
+242.4%
-203.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +4.4% | +0.6% | +3.7% | +4.1% |
| 30D | +9.4% | +5.3% | +4.1% | +6.9% |
| 3M | -13.7% | +15.6% | -29.3% | -19.4% |
| 6M | +28.9% | +20.6% | +8.3% | +17.7% |
| YTD | +4.7% | +38.5% | -33.8% | -10.6% |
| 1Y | +13.5% | +35.7% | -22.2% | -2.2% |
| 3Y | +77.1% | +98.4% | -21.3% | +29.5% |
| 5Y | +38.9% | +245.3% | -206.4% | -12.8% |
| All | +38.9% | +242.4% | -203.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling