+31,416.6%
AVGO vs ES
+450.6%
+30,966.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -14.4% | -2.0% | -12.5% | -14.1% |
| 3M | -14.4% | +1.7% | -16.1% | -15.1% |
| 6M | +13.1% | -3.5% | +16.7% | +13.5% |
| YTD | +3.8% | +7.9% | -4.1% | +0.8% |
| 1Y | +17.8% | +17.2% | +0.6% | +10.7% |
| 3Y | +325.3% | +29.3% | +296.0% | +273.8% |
| 5Y | +689.9% | -5.7% | +695.7% | +677.3% |
| 10Y | +2,597.0% | +85.2% | +2,511.8% | +1,821.6% |
| All | +31,416.6% | +450.6% | +30,966.0% | +10,249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling