+2,584.7%
AVGO vs EIX
+34.4%
+2,550.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +6.1% | -2.5% | +8.6% | +6.8% |
| 30D | -2.7% | +7.7% | -10.4% | -4.5% |
| 3M | -16.9% | -12.9% | -4.0% | -15.2% |
| 6M | -19.1% | -12.7% | -6.5% | -18.1% |
| YTD | +0.3% | +5.5% | -5.2% | -4.5% |
| 1Y | -1.2% | +9.4% | -10.6% | -7.1% |
| 3Y | +272.4% | +9.7% | +262.7% | +236.2% |
| 5Y | +579.0% | +16.9% | +562.1% | +492.1% |
| 10Y | +2,584.7% | +34.3% | +2,550.5% | +1,937.9% |
| All | +2,584.7% | +34.4% | +2,550.4% | +1,937.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling