+1.8%
CMCSA vs QLD
+13.1%
-11.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +5.2% |
| 7D | +15.2% | -9.4% | +24.6% | +13.9% |
| 30D | +17.0% | -17.1% | +34.1% | +14.8% |
| 3M | +1.2% | -10.4% | +11.6% | +0.1% |
| 6M | -5.5% | +0.7% | -6.2% | -4.8% |
| YTD | -6.5% | +17.7% | -24.3% | -5.5% |
| 1Y | +1.8% | +14.7% | -12.9% | +3.4% |
| All | +1.8% | +13.1% | -11.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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