+30,355.4%
AVGO vs EL
+667.8%
+29,687.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +6.1% | +0.3% | +5.8% | +6.1% |
| 30D | -2.7% | +12.3% | -15.0% | -7.0% |
| 3M | -16.9% | +28.4% | -45.3% | -25.4% |
| 6M | -19.1% | +36.7% | -55.9% | -30.0% |
| YTD | +0.3% | +8.4% | -8.1% | -7.7% |
| 1Y | -1.2% | +25.4% | -26.6% | -14.6% |
| 3Y | +272.4% | +3.4% | +269.0% | +217.0% |
| 5Y | +579.0% | -64.8% | +643.8% | +840.4% |
| 10Y | +2,584.7% | +63.0% | +2,521.8% | +1,586.3% |
| All | +30,355.4% | +667.8% | +29,687.6% | +10,294.2% |
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