+262.1%
AVGO vs ESI
+77.3%
+184.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.6% | +5.9% |
| 7D | -0.9% | -3.5% | +2.6% | +1.4% |
| 30D | -11.6% | -9.3% | -2.4% | -6.6% |
| 3M | -25.2% | -12.8% | -12.4% | -19.5% |
| 6M | -25.4% | -24.6% | -0.8% | -14.4% |
| YTD | -7.2% | +32.7% | -39.9% | -26.1% |
| 1Y | -7.9% | +20.3% | -28.2% | -21.7% |
| 3Y | +262.1% | +80.2% | +181.9% | +129.9% |
| All | +262.1% | +77.3% | +184.8% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling