+245.8%
QCOM vs USFR
+28.5%
+217.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.2% | +0.4% | +0.8% | +1.3% |
| 3M | +9.1% | +1.1% | +8.1% | +9.3% |
| 6M | -25.0% | +2.1% | -27.0% | -24.8% |
| YTD | +4.8% | +3.4% | +1.4% | +5.1% |
| 1Y | +3.6% | +4.1% | -0.5% | +3.8% |
| 3Y | +51.5% | +14.4% | +37.1% | +49.0% |
| 5Y | +19.7% | +21.4% | -1.7% | +14.0% |
| 10Y | +245.8% | +28.5% | +217.3% | +225.8% |
| All | +245.8% | +28.5% | +217.3% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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