+282.5%
QCOM vs FOXA
+86.3%
+196.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | +4.4% | -5.4% | +9.8% | +6.4% |
| 30D | +9.4% | +1.1% | +8.2% | +8.6% |
| 3M | -13.7% | -6.1% | -7.5% | -13.0% |
| 6M | +28.9% | +8.2% | +20.7% | +21.9% |
| YTD | +4.7% | -11.8% | +16.5% | +7.6% |
| 1Y | +13.5% | +9.9% | +3.6% | +5.9% |
| 3Y | +77.1% | +110.7% | -33.6% | +24.8% |
| 5Y | +38.9% | +86.9% | -48.0% | +1.9% |
| All | +282.5% | +86.3% | +196.2% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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