+718.9%
AVGO vs EL
-67.4%
+786.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -13.8% | +15.5% | -29.3% | -17.4% |
| 3M | -6.9% | +20.6% | -27.5% | -12.0% |
| 6M | +11.9% | +10.5% | +1.5% | +7.1% |
| YTD | +6.9% | -1.9% | +8.8% | +4.2% |
| 1Y | +7.4% | +16.1% | -8.7% | -1.1% |
| 3Y | +345.6% | -30.2% | +375.8% | +354.4% |
| 5Y | +718.9% | -67.4% | +786.3% | +1,117.7% |
| All | +718.9% | -67.4% | +786.3% | +1,117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling