+230.9%
QCOM vs ETR
+356.9%
-126.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.3% |
| 7D | +5.8% | +1.7% | +4.0% | +5.3% |
| 30D | -2.3% | +8.7% | -11.0% | -4.7% |
| 3M | +2.7% | +4.9% | -2.2% | +1.2% |
| 6M | -21.0% | +0.8% | -21.8% | -21.4% |
| YTD | +1.8% | +23.1% | -21.3% | -5.0% |
| 1Y | +2.4% | +17.9% | -15.5% | -3.2% |
| 3Y | +52.1% | +154.5% | -102.4% | +8.8% |
| 5Y | +14.6% | +160.3% | -145.6% | -19.6% |
| 10Y | +230.9% | +366.9% | -136.1% | +118.2% |
| All | +230.9% | +356.9% | -126.1% | +118.2% |
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