+560.9%
AVGO vs EL
-64.5%
+625.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | 0.0% | +7.6% | -7.7% | -1.8% |
| 30D | -8.2% | +15.7% | -23.9% | -11.5% |
| 3M | -21.3% | +30.5% | -51.8% | -26.9% |
| 6M | -22.5% | +32.5% | -55.1% | -28.9% |
| YTD | -3.6% | +9.4% | -13.0% | -8.6% |
| 1Y | -6.7% | +28.4% | -35.0% | -16.0% |
| 3Y | +258.1% | +4.4% | +253.7% | +215.5% |
| 5Y | +560.9% | -64.5% | +625.4% | +866.8% |
| All | +560.9% | -64.5% | +625.4% | +866.8% |
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