+45.9%
CSCO vs QLD
+13.1%
+32.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.1% |
| 7D | -6.1% | -9.4% | +3.3% | -2.5% |
| 30D | -8.2% | -17.1% | +8.9% | -1.6% |
| 3M | -14.6% | -10.4% | -4.2% | -11.2% |
| 6M | +12.7% | +0.7% | +12.0% | +11.8% |
| YTD | +37.0% | +17.7% | +19.2% | +28.2% |
| 1Y | +45.9% | +14.7% | +31.2% | +37.2% |
| All | +45.9% | +13.1% | +32.8% | +37.2% |
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 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