+263.7%
QCOM vs FLR
+18.9%
+244.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | +4.3% | -0.7% | +4.9% | +4.3% |
| 3M | -19.6% | +14.3% | -34.0% | -22.0% |
| 6M | +29.5% | +25.6% | +3.9% | +22.5% |
| YTD | +3.4% | +42.9% | -39.5% | -4.8% |
| 1Y | +10.9% | +38.7% | -27.8% | +2.4% |
| 3Y | +74.8% | +61.8% | +13.0% | +52.3% |
| 5Y | +36.2% | +254.1% | -217.9% | +2.2% |
| 10Y | +263.7% | +20.0% | +243.7% | +192.3% |
| All | +263.7% | +18.9% | +244.9% | +192.3% |
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