+2.0%
QCOM vs FLR
+10.9%
-8.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | +6.3% | -4.4% | -0.1% |
| 30D | +1.2% | +1.8% | -0.6% | +0.4% |
| 3M | +9.1% | -4.4% | +13.5% | +10.0% |
| 6M | -25.0% | +15.9% | -40.8% | -27.3% |
| YTD | +4.8% | +27.7% | -22.9% | -5.8% |
| All | +2.0% | +10.9% | -8.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling