+282.9%
QCOM vs ETN
+730.7%
-447.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.5% |
| 7D | +7.8% | +3.5% | +4.3% | +5.6% |
| 30D | +12.2% | -7.5% | +19.7% | +17.1% |
| 3M | -9.9% | +8.3% | -18.2% | -14.9% |
| 6M | +36.9% | +20.2% | +16.7% | +21.8% |
| YTD | +8.0% | +34.7% | -26.6% | -10.7% |
| 1Y | +15.0% | +19.4% | -4.4% | +1.6% |
| 3Y | +75.8% | +85.5% | -9.7% | +16.2% |
| 5Y | +42.2% | +186.6% | -144.4% | -28.1% |
| All | +282.9% | +730.7% | -447.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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