+2,062.4%
AVGO vs QLD
+1,375.1%
+687.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.9% |
| 7D | -9.9% | -10.3% | +0.3% | -3.6% |
| 30D | -22.0% | -26.1% | +4.1% | -5.7% |
| 3M | -30.0% | -17.8% | -12.3% | -21.0% |
| 6M | -30.7% | -15.6% | -15.2% | -23.3% |
| YTD | -14.7% | +5.4% | -20.1% | -17.8% |
| 1Y | -16.8% | +5.2% | -22.0% | -19.4% |
| 3Y | +244.4% | +139.4% | +105.0% | +112.6% |
| 5Y | +474.0% | +66.7% | +407.3% | +302.3% |
| All | +2,062.4% | +1,375.1% | +687.3% | +223.5% |
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