+17.8%
AVGO vs QLD
+46.1%
-28.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -3.0% | +0.6% | -3.5% | -3.5% |
| 30D | -14.4% | -0.1% | -14.3% | -14.4% |
| 3M | -14.4% | -8.4% | -6.1% | -8.7% |
| 6M | +13.1% | +32.2% | -19.1% | -12.4% |
| YTD | +3.8% | +28.9% | -25.1% | -17.8% |
| 1Y | +17.8% | +43.8% | -26.1% | -7.0% |
| All | +17.8% | +46.1% | -28.3% | -7.0% |
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