+281.8%
QCOM vs EWZ
+86.7%
+195.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +4.4% | -0.1% | +4.4% | +4.4% |
| 30D | +9.4% | +8.2% | +1.2% | +6.0% |
| 3M | -13.7% | +13.3% | -27.0% | -17.9% |
| 6M | +28.9% | +3.6% | +25.3% | +26.6% |
| YTD | +4.7% | +21.0% | -16.2% | -3.3% |
| 1Y | +13.5% | +34.7% | -21.2% | +0.5% |
| 3Y | +77.1% | +48.3% | +28.8% | +50.1% |
| 5Y | +38.9% | +60.1% | -21.2% | +11.6% |
| 10Y | +281.8% | +92.6% | +189.2% | +180.7% |
| All | +281.8% | +86.7% | +195.1% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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