+51.9%
QCOM vs ETN
+68.8%
-16.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +0.7% |
| 7D | +2.0% | +2.4% | -0.5% | +0.7% |
| 30D | +1.2% | -15.2% | +16.5% | +10.5% |
| 3M | +9.1% | -21.2% | +30.4% | +23.7% |
| 6M | -25.0% | -13.5% | -11.5% | -19.7% |
| YTD | +4.8% | +14.5% | -9.7% | -6.0% |
| 1Y | +3.6% | -0.9% | +4.5% | +1.3% |
| All | +51.9% | +68.8% | -16.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling