+263.7%
QCOM vs ETR
+295.2%
-31.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.8% |
| 7D | +5.1% | +1.4% | +3.6% | +4.6% |
| 30D | +4.3% | +1.9% | +2.4% | +3.7% |
| 3M | -19.6% | +1.0% | -20.6% | -20.0% |
| 6M | +29.5% | +4.8% | +24.6% | +27.1% |
| YTD | +3.4% | +19.5% | -16.2% | -2.7% |
| 1Y | +10.9% | +28.1% | -17.2% | +2.2% |
| 3Y | +74.8% | +151.1% | -76.4% | +25.5% |
| 5Y | +36.2% | +125.2% | -89.0% | +0.9% |
| 10Y | +263.7% | +291.1% | -27.4% | +148.2% |
| All | +263.7% | +295.2% | -31.5% | +148.2% |
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