+32,355.3%
AVGO vs EFV
+235.6%
+32,119.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.6% |
| 7D | -0.3% | +1.0% | -1.3% | -1.3% |
| 30D | -13.8% | +0.2% | -14.0% | -14.1% |
| 3M | -6.9% | +9.6% | -16.5% | -14.7% |
| 6M | +11.9% | +14.0% | -2.1% | -1.0% |
| YTD | +6.9% | +18.5% | -11.6% | -9.0% |
| 1Y | +7.4% | +27.9% | -20.5% | -14.9% |
| 3Y | +345.6% | +92.4% | +253.1% | +142.0% |
| 5Y | +718.9% | +97.2% | +621.7% | +335.1% |
| 10Y | +2,755.4% | +163.0% | +2,592.3% | +1,088.0% |
| All | +32,355.3% | +235.6% | +32,119.7% | +10,608.5% |
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