+335.7%
CSCO vs QLD
+1,508.4%
-1,172.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.5% |
| 7D | +6.6% | +12.5% | -5.9% | +2.1% |
| 30D | -11.3% | -15.7% | +4.3% | -5.9% |
| 3M | -17.3% | -11.9% | -5.4% | -13.8% |
| 6M | +3.5% | -10.3% | +13.8% | +6.5% |
| YTD | +34.9% | +15.6% | +19.3% | +26.1% |
| 1Y | +40.5% | +12.1% | +28.3% | +32.5% |
| 3Y | +109.3% | +150.7% | -41.4% | +40.0% |
| 5Y | +105.9% | +86.6% | +19.3% | +43.5% |
| All | +335.7% | +1,508.4% | -1,172.7% | +9.5% |
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