+32,043.9%
AVGO vs ES
+457.8%
+31,586.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.7% | +5.3% |
| 7D | +25.0% | -1.1% | +26.1% | +25.3% |
| 30D | +2.0% | +8.2% | -6.2% | -0.2% |
| 3M | -12.3% | +0.6% | -12.9% | -12.7% |
| 6M | -12.8% | +6.0% | -18.8% | -14.8% |
| YTD | +5.9% | +9.3% | -3.5% | +2.2% |
| 1Y | +3.3% | +1.1% | +2.2% | +1.5% |
| 3Y | +293.1% | +51.9% | +241.2% | +226.2% |
| 5Y | +606.7% | +6.5% | +600.3% | +563.9% |
| 10Y | +2,733.6% | +94.8% | +2,638.8% | +1,874.2% |
| All | +32,043.9% | +457.8% | +31,586.1% | +10,396.9% |
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