+216.5%
QCOM vs FLEX
+569.0%
-352.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +1.0% | +3.7% |
| 7D | +0.4% | -19.3% | +19.7% | +8.4% |
| 30D | -6.6% | -41.5% | +34.9% | +13.3% |
| 3M | +3.7% | -43.1% | +46.8% | +26.4% |
| 6M | -13.3% | -48.2% | +34.9% | +9.1% |
| YTD | -1.8% | +15.5% | -17.3% | -15.2% |
| 1Y | -2.5% | +10.2% | -12.7% | -14.6% |
| 3Y | +47.0% | +256.8% | -209.8% | -24.7% |
| 5Y | +13.1% | +408.2% | -395.1% | -50.7% |
| All | +216.5% | +569.0% | -352.5% | +3.9% |
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