+11.2%
QCOM vs FE
+43.6%
-32.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -6.6% | +5.2% | -11.8% | -7.0% |
| 3M | +3.7% | 0.0% | +3.7% | +3.7% |
| 6M | -13.3% | +5.0% | -18.4% | -13.9% |
| YTD | -1.8% | +7.9% | -9.7% | -3.5% |
| 1Y | -2.5% | +6.3% | -8.8% | -4.0% |
| 3Y | +47.0% | +46.0% | +0.9% | +30.7% |
| All | +11.2% | +43.6% | -32.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling