-19.1%
AVGO vs ESI
-23.0%
+3.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +1.8% |
| 7D | +6.1% | +1.8% | +4.2% | +5.1% |
| 30D | -2.7% | -6.6% | +3.9% | +0.4% |
| 3M | -16.9% | -9.4% | -7.5% | -13.2% |
| 6M | -19.1% | -24.1% | +5.0% | -10.2% |
| All | -19.1% | -23.0% | +3.9% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling