+31,416.6%
AVGO vs ELV
+914.4%
+30,502.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -3.0% | +3.3% | -6.3% | -4.0% |
| 30D | -14.4% | +4.2% | -18.6% | -15.6% |
| 3M | -14.4% | -0.1% | -14.4% | -15.1% |
| 6M | +13.1% | +41.3% | -28.1% | -0.2% |
| YTD | +3.8% | +17.4% | -13.6% | -3.9% |
| 1Y | +17.8% | +35.1% | -17.3% | +3.5% |
| 3Y | +325.3% | -3.2% | +328.5% | +300.0% |
| 5Y | +689.9% | +15.6% | +674.3% | +570.3% |
| 10Y | +2,597.0% | +276.8% | +2,320.2% | +1,200.3% |
| All | +31,416.6% | +914.4% | +30,502.2% | +9,756.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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