+2,770.9%
AVGO vs QXO
+34.5%
+2,736.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.1% | -7.8% | +8.9% | +1.3% |
| 30D | -13.0% | -18.1% | +5.1% | -12.6% |
| 3M | -6.0% | -25.8% | +19.8% | -5.4% |
| 6M | +6.4% | -41.7% | +48.1% | +7.5% |
| YTD | +5.0% | -36.2% | +41.2% | +5.8% |
| 1Y | +1.4% | -42.1% | +43.5% | +2.3% |
| 3Y | +336.8% | -46.2% | +383.0% | +319.5% |
| 5Y | +698.2% | -70.7% | +768.9% | +668.0% |
| All | +2,770.9% | +34.5% | +2,736.5% | +2,627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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