+230.9%
QCOM vs FLR
+17.5%
+213.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +1.9% |
| 7D | +5.8% | +8.5% | -2.7% | +4.1% |
| 30D | -2.3% | -0.7% | -1.6% | -2.1% |
| 3M | +2.7% | -11.7% | +14.4% | +5.2% |
| 6M | -21.0% | +16.2% | -37.2% | -23.5% |
| YTD | +1.8% | +27.0% | -25.2% | -4.1% |
| 1Y | +2.4% | +10.1% | -7.7% | -0.8% |
| 3Y | +52.1% | +46.2% | +6.0% | +35.4% |
| 5Y | +14.6% | +121.4% | -106.8% | -6.6% |
| 10Y | +230.9% | +11.0% | +219.9% | +172.8% |
| All | +230.9% | +17.5% | +213.4% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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