-15.9%
CMCSA vs QID
-33.5%
+17.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.2% |
| 7D | -5.6% | +2.7% | -8.3% | -5.7% |
| 30D | -1.9% | +3.3% | -5.2% | -2.1% |
| 3M | +6.4% | -5.5% | +12.0% | +6.9% |
| 6M | -16.9% | -28.4% | +11.5% | -15.9% |
| YTD | -6.8% | -26.6% | +19.8% | -6.0% |
| 1Y | -15.9% | -34.1% | +18.2% | -12.6% |
| All | -15.9% | -33.5% | +17.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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