+361.1%
CSCO vs QLD
+1,646.9%
-1,285.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.7% | +0.6% | -1.2% | -0.9% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -15.7% | -8.4% | -7.3% | -13.6% |
| 6M | +36.3% | +32.2% | +4.1% | +21.7% |
| YTD | +43.8% | +28.9% | +14.9% | +29.6% |
| 1Y | +63.9% | +43.8% | +20.1% | +41.3% |
| 3Y | +104.4% | +176.6% | -72.2% | +31.8% |
| 5Y | +111.4% | +121.6% | -10.2% | +37.7% |
| All | +361.1% | +1,646.9% | -1,285.8% | +8.6% |
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