+30,513.3%
AVGO vs EFV
+228.8%
+30,284.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -5.1% |
| 7D | +18.2% | +2.5% | +15.6% | +15.5% |
| 30D | +0.2% | +2.9% | -2.7% | -2.4% |
| 3M | -16.8% | -1.4% | -15.4% | -15.7% |
| 6M | -16.5% | +5.5% | -22.0% | -20.6% |
| YTD | +0.8% | +16.1% | -15.3% | -12.5% |
| 1Y | +2.8% | +20.3% | -17.4% | -13.7% |
| 3Y | +278.5% | +90.4% | +188.1% | +107.8% |
| 5Y | +573.1% | +93.5% | +479.6% | +264.4% |
| 10Y | +2,598.7% | +161.5% | +2,437.1% | +1,032.2% |
| All | +30,513.3% | +228.8% | +30,284.4% | +10,201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling