+2,761.7%
AVGO vs EEM
+130.4%
+2,631.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +1.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.7% |
| 30D | -13.3% | +2.4% | -15.7% | -15.6% |
| 3M | -2.9% | +4.2% | -7.0% | -7.2% |
| 6M | +5.7% | +14.8% | -9.1% | -8.7% |
| YTD | +4.6% | +23.1% | -18.5% | -16.7% |
| 1Y | -1.6% | +32.5% | -34.2% | -27.1% |
| 3Y | +336.2% | +85.9% | +250.3% | +133.5% |
| 5Y | +695.6% | +43.6% | +652.1% | +447.2% |
| All | +2,761.7% | +130.4% | +2,631.4% | +1,239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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