+695.6%
AVGO vs EFA
+51.0%
+644.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | +0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +4.0% |
| 30D | -13.3% | -2.2% | -11.0% | -10.9% |
| 3M | -2.9% | +5.7% | -8.5% | -9.3% |
| 6M | +5.7% | +8.2% | -2.5% | -4.0% |
| YTD | +4.6% | +11.8% | -7.1% | -9.2% |
| 1Y | -1.6% | +18.3% | -19.9% | -20.4% |
| 3Y | +336.2% | +64.9% | +271.3% | +139.4% |
| 5Y | +695.6% | +52.4% | +643.3% | +385.4% |
| All | +695.6% | +51.0% | +644.7% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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