+570.0%
AVGO vs QID
-76.9%
+646.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -3.0% |
| 7D | +18.2% | -7.1% | +25.3% | +13.0% |
| 30D | +0.2% | +12.6% | -12.4% | +11.7% |
| 3M | -16.8% | +14.2% | -31.0% | -5.5% |
| 6M | -16.5% | +6.2% | -22.6% | -6.0% |
| YTD | +0.8% | -21.8% | +22.6% | -5.0% |
| 1Y | +2.8% | -23.1% | +26.0% | -3.0% |
| 3Y | +278.5% | -71.3% | +349.9% | +150.4% |
| All | +570.0% | -76.9% | +646.9% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling