+25.9%
CSCO vs QLD
+10.7%
+15.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.8% | -5.2% |
| 7D | +1.9% | +7.0% | -5.1% | -0.9% |
| 30D | -15.8% | -14.3% | -1.5% | -10.6% |
| 3M | -15.4% | -16.0% | +0.6% | -9.5% |
| 6M | -5.4% | -14.2% | +8.8% | -0.3% |
| YTD | +26.5% | +12.8% | +13.7% | +19.2% |
| 1Y | +25.9% | +14.1% | +11.8% | +17.8% |
| All | +25.9% | +10.7% | +15.2% | +17.8% |
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