+2,660.6%
AVGO vs QID
-99.0%
+2,759.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -3.1% |
| 7D | +18.2% | -7.1% | +25.3% | +13.4% |
| 30D | +0.2% | +12.6% | -12.4% | +10.8% |
| 3M | -16.8% | +14.2% | -31.0% | -6.4% |
| 6M | -16.5% | +6.2% | -22.6% | -6.8% |
| YTD | +0.8% | -21.8% | +22.6% | -4.3% |
| 1Y | +2.8% | -23.1% | +26.0% | -2.2% |
| 3Y | +278.5% | -71.3% | +349.9% | +154.4% |
| 5Y | +573.1% | -77.0% | +650.1% | +407.9% |
| All | +2,660.6% | -99.0% | +2,759.7% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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