+2,798.6%
AVGO vs QLD
+1,508.4%
+1,290.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +6.0% |
| 7D | +25.0% | +12.5% | +12.5% | +16.1% |
| 30D | +2.0% | -15.7% | +17.7% | +13.5% |
| 3M | -12.3% | -11.9% | -0.4% | -5.1% |
| 6M | -12.8% | -10.3% | -2.5% | -7.0% |
| YTD | +5.9% | +15.6% | -9.7% | -3.7% |
| 1Y | +3.3% | +12.1% | -8.8% | -3.8% |
| 3Y | +293.1% | +150.7% | +142.4% | +135.0% |
| 5Y | +606.7% | +86.6% | +520.1% | +362.5% |
| All | +2,798.6% | +1,508.4% | +1,290.3% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling