+2,755.4%
AVGO vs ES
+85.1%
+2,670.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -13.8% | -1.2% | -12.7% | -13.7% |
| 3M | -6.9% | +5.0% | -11.9% | -8.0% |
| 6M | +11.9% | -2.8% | +14.8% | +12.1% |
| YTD | +6.9% | +8.6% | -1.7% | +4.5% |
| 1Y | +7.4% | +18.9% | -11.5% | +2.2% |
| 3Y | +345.6% | +32.1% | +313.4% | +300.8% |
| 5Y | +718.9% | -5.1% | +723.9% | +720.4% |
| 10Y | +2,755.4% | +84.2% | +2,671.2% | +2,292.2% |
| All | +2,755.4% | +85.1% | +2,670.2% | +2,292.2% |
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