+11.0%
CMCSA vs QLD
+1,375.1%
-1,364.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.9% |
| 7D | +5.0% | -10.3% | +15.3% | +7.7% |
| 30D | +16.5% | -26.1% | +42.5% | +25.0% |
| 3M | -1.6% | -17.8% | +16.2% | +2.4% |
| 6M | -5.0% | -15.6% | +10.5% | -3.2% |
| YTD | -8.3% | +5.4% | -13.6% | -13.0% |
| 1Y | +0.4% | +5.2% | -4.8% | -5.1% |
| 3Y | -31.0% | +139.4% | -170.4% | -51.7% |
| 5Y | -42.5% | +66.7% | -109.3% | -57.8% |
| All | +11.0% | +1,375.1% | -1,364.1% | -61.2% |
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