+230.9%
QCOM vs EWZ
+45.3%
+185.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.9% |
| 7D | +5.8% | +1.4% | +4.4% | +5.3% |
| 30D | -2.3% | -25.1% | +22.8% | +7.4% |
| 3M | +2.7% | -7.7% | +10.4% | +3.7% |
| 6M | -21.0% | -15.8% | -5.2% | -17.5% |
| YTD | +1.8% | +3.6% | -1.8% | -2.3% |
| 1Y | +2.4% | +5.5% | -3.1% | -2.6% |
| 3Y | +52.1% | +22.1% | +30.0% | +35.9% |
| 5Y | +14.6% | +58.3% | -43.7% | -9.2% |
| 10Y | +230.9% | +50.3% | +180.6% | +155.5% |
| All | +230.9% | +45.3% | +185.5% | +155.5% |
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