+10,254.4%
AVGO vs ESI
+224.6%
+10,029.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | -3.0% | +3.3% | -6.3% | -4.3% |
| 30D | -14.4% | -5.9% | -8.6% | -12.5% |
| 3M | -14.4% | -14.1% | -0.3% | -9.8% |
| 6M | +13.1% | +6.6% | +6.6% | +8.8% |
| YTD | +3.8% | +45.0% | -41.2% | -12.1% |
| 1Y | +17.8% | +41.5% | -23.7% | +0.7% |
| 3Y | +325.3% | +78.8% | +246.5% | +231.6% |
| 5Y | +689.9% | +70.9% | +619.0% | +519.2% |
| 10Y | +2,597.0% | +317.1% | +2,279.9% | +1,414.7% |
| All | +10,254.4% | +224.6% | +10,029.8% | +4,919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling