+278.5%
AVGO vs EEM
+71.2%
+207.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.3% |
| 7D | +18.2% | +2.7% | +15.5% | +14.3% |
| 30D | +0.2% | -5.4% | +5.6% | +7.9% |
| 3M | -16.8% | -8.6% | -8.2% | -6.6% |
| 6M | -16.5% | -8.9% | -7.6% | -6.0% |
| YTD | +0.8% | +11.9% | -11.1% | -16.3% |
| 1Y | +2.8% | +13.1% | -10.2% | -15.7% |
| 3Y | +278.5% | +70.7% | +207.9% | +77.2% |
| All | +278.5% | +71.2% | +207.4% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling