+643.8%
CSCO vs QLD
+7,183.5%
-6,539.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -12.7% | +5.1% | -2.1% |
| 7D | -11.9% | -18.6% | +6.7% | -3.7% |
| 30D | -18.8% | -28.3% | +9.4% | -6.4% |
| 3M | -21.2% | -20.4% | -0.8% | -13.4% |
| 6M | +1.9% | -14.3% | +16.2% | +7.3% |
| YTD | +26.1% | +2.8% | +23.3% | +22.0% |
| 1Y | +34.7% | -1.2% | +35.9% | +32.2% |
| 3Y | +94.0% | +135.3% | -41.3% | +21.3% |
| 5Y | +91.6% | +62.6% | +29.0% | +27.8% |
| 10Y | +323.2% | +1,384.3% | -1,061.1% | -21.8% |
| All | +643.8% | +7,183.5% | -6,539.7% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling