+245.8%
QCOM vs FE
+120.9%
+124.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | +1.2% | +3.6% | -2.4% | +0.1% |
| 3M | +9.1% | +0.3% | +8.8% | +8.9% |
| 6M | -25.0% | +6.4% | -31.4% | -26.7% |
| YTD | +4.8% | +8.1% | -3.3% | +1.3% |
| 1Y | +3.6% | +4.6% | -1.0% | +1.1% |
| 3Y | +51.5% | +49.1% | +2.4% | +28.6% |
| 5Y | +19.7% | +46.1% | -26.4% | +1.3% |
| 10Y | +245.8% | +122.7% | +123.1% | +168.8% |
| All | +245.8% | +120.9% | +124.9% | +168.8% |
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