+241.9%
AVGO vs QLD
+134.4%
+107.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -12.7% | +2.3% | +0.8% |
| 7D | -15.5% | -18.6% | +3.1% | +0.9% |
| 30D | -22.4% | -28.3% | +5.9% | +3.6% |
| 3M | -30.2% | -20.4% | -9.8% | -15.3% |
| 6M | -31.6% | -14.3% | -17.3% | -23.4% |
| YTD | -15.3% | +2.8% | -18.1% | -20.2% |
| 1Y | -18.2% | -1.2% | -17.0% | -19.8% |
| All | +241.9% | +134.4% | +107.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling