+244.4%
AVGO vs ES
+46.3%
+198.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | 0.0% |
| 7D | -9.9% | +1.9% | -11.8% | -9.4% |
| 30D | -22.0% | +7.1% | -29.0% | -20.5% |
| 3M | -30.0% | -1.9% | -28.1% | -30.1% |
| 6M | -30.7% | +4.4% | -35.1% | -29.7% |
| YTD | -14.7% | +7.3% | -22.0% | -12.7% |
| 1Y | -16.8% | +2.1% | -18.9% | -15.7% |
| 3Y | +244.4% | +41.8% | +202.6% | +266.1% |
| All | +244.4% | +46.3% | +198.1% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling