+304.8%
CSCO vs QLD
+1,375.1%
-1,070.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.9% |
| 7D | -10.2% | -10.3% | +0.1% | -6.7% |
| 30D | -20.1% | -26.1% | +6.0% | -11.0% |
| 3M | -22.4% | -17.8% | -4.6% | -17.0% |
| 6M | +2.8% | -15.6% | +18.4% | +8.2% |
| YTD | +23.6% | +5.4% | +18.2% | +19.5% |
| 1Y | +34.0% | +5.2% | +28.8% | +29.4% |
| 3Y | +89.3% | +139.4% | -50.2% | +28.7% |
| 5Y | +87.9% | +66.7% | +21.1% | +36.5% |
| All | +304.8% | +1,375.1% | -1,070.3% | +6.4% |
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