+2,789.9%
AVGO vs ESI
+330.1%
+2,459.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -0.8% | +3.9% | -4.7% | -2.7% |
| 30D | -13.7% | -3.8% | -10.0% | -12.2% |
| 3M | -6.9% | -13.1% | +6.2% | -1.4% |
| 6M | +5.8% | +11.3% | -5.6% | -1.8% |
| YTD | +5.7% | +44.1% | -38.4% | -14.8% |
| 1Y | +9.0% | +40.3% | -31.3% | -11.1% |
| 3Y | +340.5% | +84.1% | +256.5% | +211.0% |
| 5Y | +711.1% | +75.8% | +635.3% | +474.5% |
| All | +2,789.9% | +330.1% | +2,459.8% | +1,218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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