+4.7%
CMCSA vs QLD
+1,468.8%
-1,464.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +2.1% |
| 7D | +3.2% | +7.0% | -3.8% | +1.3% |
| 30D | +19.5% | -14.3% | +33.8% | +23.4% |
| 3M | -2.4% | -16.0% | +13.6% | +0.9% |
| 6M | +3.8% | -14.2% | +18.1% | +5.6% |
| YTD | -5.4% | +12.8% | -18.1% | -12.0% |
| 1Y | +1.1% | +14.1% | -12.9% | -6.5% |
| 3Y | -27.1% | +146.0% | -173.1% | -49.4% |
| 5Y | -40.3% | +82.0% | -122.3% | -57.2% |
| All | +4.7% | +1,468.8% | -1,464.1% | -66.8% |
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