+25,809.4%
AVGO vs ES
+447.6%
+25,361.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.4% |
| 7D | -9.9% | +1.9% | -11.8% | -10.4% |
| 30D | -22.0% | +7.1% | -29.0% | -23.5% |
| 3M | -30.0% | -1.9% | -28.1% | -29.9% |
| 6M | -30.7% | +4.4% | -35.1% | -32.1% |
| YTD | -14.7% | +7.3% | -22.0% | -17.3% |
| 1Y | -16.8% | +2.1% | -18.9% | -18.6% |
| 3Y | +244.4% | +41.8% | +202.6% | +192.5% |
| 5Y | +474.0% | +1.4% | +472.6% | +447.7% |
| 10Y | +2,122.6% | +86.8% | +2,035.8% | +1,472.9% |
| All | +25,809.4% | +447.6% | +25,361.8% | +8,397.8% |
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