+2.8%
AVGO vs EFX
-7.6%
+10.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.7% |
| 7D | +18.2% | -0.8% | +18.9% | +18.0% |
| 30D | +0.2% | +25.1% | -24.9% | +2.9% |
| 3M | -16.8% | +1.7% | -18.5% | -16.1% |
| 6M | -16.5% | +18.4% | -34.8% | -15.4% |
| YTD | +0.8% | -12.5% | +13.3% | +5.6% |
| 1Y | +2.8% | -8.1% | +10.9% | +11.0% |
| All | +2.8% | -7.6% | +10.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling