+251.9%
QCOM vs ETN
+552.7%
-300.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +13.0% | +10.1% | +2.9% | +6.8% |
| 30D | +0.2% | -15.9% | +16.1% | +10.1% |
| 3M | +9.2% | -21.7% | +30.9% | +24.5% |
| 6M | -15.0% | -10.1% | -4.9% | -11.1% |
| YTD | +5.2% | +14.0% | -8.8% | -5.5% |
| 1Y | +2.4% | -1.7% | +4.0% | +0.3% |
| 3Y | +52.0% | +67.9% | -15.9% | +4.8% |
| 5Y | +19.7% | +125.5% | -105.8% | -32.3% |
| All | +251.9% | +552.7% | -300.7% | +13.3% |
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