+31,416.6%
AVGO vs EL
+609.9%
+30,806.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.9% |
| 7D | -3.0% | +0.8% | -3.7% | -3.3% |
| 30D | -14.4% | +19.8% | -34.3% | -20.9% |
| 3M | -14.4% | +25.7% | -40.1% | -22.6% |
| 6M | +13.1% | +5.4% | +7.7% | +7.6% |
| YTD | +3.8% | +0.2% | +3.6% | -1.3% |
| 1Y | +17.8% | +20.4% | -2.7% | +3.1% |
| 3Y | +325.3% | -32.1% | +357.4% | +334.4% |
| 5Y | +689.9% | -67.2% | +757.1% | +1,024.2% |
| 10Y | +2,597.0% | +31.7% | +2,565.3% | +1,766.6% |
| All | +31,416.6% | +609.9% | +30,806.7% | +11,019.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling