+251.9%
QCOM vs FLR
+8.6%
+243.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +13.0% | +10.1% | +2.9% | +10.8% |
| 30D | +0.2% | -0.5% | +0.6% | +0.3% |
| 3M | +9.2% | -4.8% | +14.0% | +10.2% |
| 6M | -15.0% | +10.7% | -25.7% | -16.9% |
| YTD | +5.2% | +25.0% | -19.8% | -0.6% |
| 1Y | +2.4% | +8.3% | -5.9% | -0.5% |
| 3Y | +52.0% | +36.8% | +15.1% | +36.9% |
| 5Y | +19.7% | +121.8% | -102.0% | -2.5% |
| All | +251.9% | +8.6% | +243.4% | +189.4% |
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