+339.7%
AVGO vs EFX
-12.7%
+352.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.7% |
| 7D | -0.8% | -9.4% | +8.6% | +1.4% |
| 30D | -13.7% | -6.9% | -6.9% | -12.6% |
| 3M | -6.9% | +0.1% | -7.1% | -8.4% |
| 6M | +5.8% | -17.3% | +23.1% | +10.5% |
| YTD | +5.7% | -21.8% | +27.5% | +12.1% |
| 1Y | +9.0% | -32.5% | +41.6% | +21.9% |
| All | +339.7% | -12.7% | +352.4% | +366.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling