+104.7%
CSCO vs QLD
+149.9%
-45.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.8% | -1.7% | +2.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -16.7% | -19.6% | +2.9% | -10.8% |
| 3M | -18.4% | -14.1% | -4.3% | -14.6% |
| 6M | +2.9% | -13.6% | +16.6% | +7.0% |
| YTD | +30.4% | +12.5% | +17.9% | +24.8% |
| 1Y | +41.4% | +13.1% | +28.2% | +34.7% |
| 3Y | +104.7% | +154.7% | -50.1% | +44.2% |
| All | +104.7% | +149.9% | -45.3% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling