+8.2%
CMCSA vs QLD
+1,470.2%
-1,462.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.3% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +18.6% | -19.6% | +38.2% | +24.5% |
| 3M | -1.8% | -14.1% | +12.3% | +0.9% |
| 6M | -0.7% | -13.6% | +13.0% | +0.8% |
| YTD | -7.8% | +12.5% | -20.4% | -14.1% |
| 1Y | +0.7% | +13.1% | -12.4% | -6.6% |
| 3Y | -28.0% | +154.7% | -182.7% | -50.4% |
| 5Y | -42.1% | +81.1% | -123.2% | -58.4% |
| 10Y | +8.2% | +1,418.0% | -1,409.8% | -62.6% |
| All | +8.2% | +1,470.2% | -1,462.1% | -62.6% |
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