+242.6%
QCOM vs ETR
+378.9%
-136.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | -0.1% | +7.0% | -7.1% | -2.1% |
| 3M | +5.2% | +4.6% | +0.6% | +3.8% |
| 6M | -18.4% | +0.1% | -18.5% | -18.6% |
| YTD | +2.4% | +23.2% | -20.8% | -4.5% |
| 1Y | +0.9% | +20.6% | -19.7% | -5.3% |
| 3Y | +48.4% | +156.3% | -107.9% | +5.9% |
| 5Y | +16.6% | +159.6% | -143.1% | -18.2% |
| All | +242.6% | +378.9% | -136.3% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling