+2,584.7%
AVGO vs ESI
+323.9%
+2,260.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +1.9% |
| 7D | +6.1% | +1.8% | +4.2% | +5.4% |
| 30D | -2.7% | -6.6% | +3.9% | +1.0% |
| 3M | -16.9% | -9.4% | -7.5% | -12.7% |
| 6M | -19.1% | -24.1% | +5.0% | -8.1% |
| YTD | +0.3% | +37.1% | -36.8% | -17.6% |
| 1Y | -1.2% | +24.5% | -25.7% | -14.7% |
| 3Y | +272.4% | +83.2% | +189.3% | +161.1% |
| 5Y | +579.0% | +44.0% | +535.1% | +423.9% |
| 10Y | +2,584.7% | +332.8% | +2,251.9% | +1,093.2% |
| All | +2,584.7% | +323.9% | +2,260.9% | +1,093.2% |
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