+216.5%
QCOM vs FE
+105.3%
+111.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -6.6% | +4.1% | -10.8% | -7.8% |
| 3M | +3.7% | -1.0% | +4.7% | +3.8% |
| 6M | -13.3% | +4.0% | -17.3% | -14.7% |
| YTD | -1.8% | +6.8% | -8.6% | -4.8% |
| 1Y | -2.5% | +5.3% | -7.8% | -5.1% |
| 3Y | +47.0% | +44.6% | +2.4% | +26.0% |
| 5Y | +13.1% | +44.2% | -31.1% | -4.0% |
| All | +216.5% | +105.3% | +111.2% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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