+570.0%
AVGO vs QLD
+80.9%
+489.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -3.1% |
| 7D | +18.2% | +7.0% | +11.2% | +12.9% |
| 30D | +0.2% | -14.3% | +14.5% | +11.4% |
| 3M | -16.8% | -16.0% | -0.8% | -6.3% |
| 6M | -16.5% | -14.2% | -2.2% | -7.7% |
| YTD | +0.8% | +12.8% | -11.9% | -7.8% |
| 1Y | +2.8% | +14.1% | -11.2% | -6.3% |
| 3Y | +278.5% | +146.0% | +132.6% | +124.5% |
| All | +570.0% | +80.9% | +489.1% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling