+2,300.3%
AVGO vs ES
+82.6%
+2,217.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -11.6% | +5.7% | -17.4% | -12.6% |
| 3M | -25.2% | -2.8% | -22.4% | -25.0% |
| 6M | -25.4% | +7.0% | -32.4% | -26.8% |
| YTD | -7.2% | +6.8% | -14.0% | -9.1% |
| 1Y | -7.9% | -0.5% | -7.4% | -8.9% |
| 3Y | +262.1% | +47.2% | +214.9% | +214.3% |
| 5Y | +525.7% | +2.3% | +523.4% | +509.4% |
| 10Y | +2,300.3% | +85.6% | +2,214.7% | +1,950.3% |
| All | +2,300.3% | +82.6% | +2,217.7% | +1,950.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling