+242.6%
QCOM vs FLEX
+608.2%
-365.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.1% |
| 7D | +4.3% | +7.5% | -3.2% | +1.1% |
| 30D | -0.1% | -25.3% | +25.2% | +10.2% |
| 3M | +5.2% | -39.7% | +44.9% | +25.1% |
| 6M | -18.4% | -47.9% | +29.5% | +1.9% |
| YTD | +2.4% | +24.1% | -21.7% | -14.3% |
| 1Y | +0.9% | +26.0% | -25.1% | -16.4% |
| 3Y | +48.4% | +282.7% | -234.3% | -26.2% |
| 5Y | +16.6% | +424.2% | -407.7% | -49.9% |
| All | +242.6% | +608.2% | -365.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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