+274.0%
QCOM vs FOXA
+99.6%
+174.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -4.1% |
| 7D | +4.3% | +2.7% | +1.6% | +3.2% |
| 30D | -0.1% | +10.0% | -10.1% | -3.6% |
| 3M | +5.2% | +5.0% | +0.2% | +2.8% |
| 6M | -18.4% | +3.4% | -21.7% | -21.3% |
| YTD | +2.4% | -5.5% | +7.9% | +2.3% |
| 1Y | +0.9% | +5.5% | -4.6% | -3.8% |
| 3Y | +48.4% | +139.3% | -90.9% | -0.6% |
| 5Y | +16.6% | +77.2% | -60.6% | -12.9% |
| All | +274.0% | +99.6% | +174.4% | +154.8% |
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