+2,856.4%
AVGO vs ED
+105.2%
+2,751.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -13.7% | +1.9% | -15.7% | -13.8% |
| 3M | -6.9% | +1.9% | -8.8% | -7.1% |
| 6M | +5.8% | -2.3% | +8.0% | +5.8% |
| YTD | +5.7% | +10.9% | -5.2% | +4.7% |
| 1Y | +9.0% | +14.5% | -5.5% | +7.6% |
| 3Y | +340.5% | +33.4% | +307.1% | +311.3% |
| 5Y | +711.1% | +67.3% | +643.8% | +612.5% |
| 10Y | +2,856.4% | +110.7% | +2,745.7% | +2,310.1% |
| All | +2,856.4% | +105.2% | +2,751.2% | +2,310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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