+7.9%
QCOM vs ETR
+23.8%
-16.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | +7.7% | +1.0% | +6.7% | +7.5% |
| 3M | -30.1% | -1.3% | -28.8% | -30.2% |
| 6M | +22.8% | +1.9% | +21.0% | +22.9% |
| YTD | +0.2% | +18.2% | -18.0% | -4.2% |
| 1Y | +7.9% | +24.7% | -16.8% | +5.9% |
| All | +7.9% | +23.8% | -16.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling