+242.6%
QCOM vs EWZ
+68.6%
+174.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.0% |
| 30D | -0.1% | -24.4% | +24.3% | +9.4% |
| 3M | +5.2% | -4.6% | +9.8% | +4.8% |
| 6M | -18.4% | -11.6% | -6.8% | -16.4% |
| YTD | +2.4% | +2.4% | 0.0% | -1.4% |
| 1Y | +0.9% | +2.1% | -1.2% | -2.9% |
| 3Y | +48.4% | +18.7% | +29.7% | +33.9% |
| 5Y | +16.6% | +54.2% | -37.6% | -6.8% |
| All | +242.6% | +68.6% | +174.1% | +151.5% |
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