+10.5%
CMCSA vs QLD
+1,628.0%
-1,617.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +7.0% | -0.1% | +7.2% | +6.9% |
| 3M | +15.1% | -8.4% | +23.5% | +16.5% |
| 6M | -15.4% | +32.2% | -47.6% | -23.4% |
| YTD | -1.9% | +28.9% | -30.8% | -10.9% |
| 1Y | -12.7% | +43.8% | -56.5% | -23.7% |
| 3Y | -31.0% | +176.6% | -207.6% | -53.0% |
| 5Y | -46.1% | +121.6% | -167.7% | -63.2% |
| All | +10.5% | +1,628.0% | -1,617.5% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling