+695.6%
AVGO vs EFV
+94.1%
+601.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +3.1% |
| 30D | -13.3% | -0.2% | -13.1% | -13.2% |
| 3M | -2.9% | +9.1% | -12.0% | -11.4% |
| 6M | +5.7% | +11.7% | -6.0% | -5.7% |
| YTD | +4.6% | +17.0% | -12.4% | -11.4% |
| 1Y | -1.6% | +26.7% | -28.4% | -23.3% |
| 3Y | +336.2% | +90.2% | +246.1% | +124.5% |
| 5Y | +695.6% | +96.1% | +599.5% | +288.4% |
| All | +695.6% | +94.1% | +601.6% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling