+54.3%
QCOM vs FLR
+58.4%
-4.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +3.3% | +5.4% | -2.1% | +1.7% |
| 30D | +7.7% | +11.4% | -3.7% | +3.8% |
| 3M | -30.1% | +11.4% | -41.5% | -32.5% |
| 6M | +22.8% | +16.6% | +6.2% | +15.6% |
| YTD | +0.2% | +41.7% | -41.5% | -11.3% |
| 1Y | +7.9% | +35.4% | -27.6% | -3.8% |
| All | +54.3% | +58.4% | -4.1% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling