+2,770.9%
AVGO vs EFV
+169.9%
+2,601.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.8% |
| 7D | +1.1% | -0.8% | +2.0% | +2.0% |
| 30D | -13.0% | +0.6% | -13.6% | -13.7% |
| 3M | -6.0% | +7.5% | -13.5% | -13.2% |
| 6M | +6.4% | +13.0% | -6.7% | -6.7% |
| YTD | +5.0% | +18.3% | -13.3% | -12.7% |
| 1Y | +1.4% | +26.7% | -25.3% | -21.7% |
| 3Y | +336.8% | +89.6% | +247.2% | +118.8% |
| 5Y | +698.2% | +98.2% | +600.0% | +279.7% |
| All | +2,770.9% | +169.9% | +2,601.1% | +954.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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