+9,159.7%
AVGO vs ESI
+197.1%
+8,962.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.6% | +6.7% |
| 7D | -0.9% | -3.5% | +2.6% | +0.8% |
| 30D | -11.6% | -9.3% | -2.4% | -7.9% |
| 3M | -25.2% | -12.8% | -12.4% | -21.0% |
| 6M | -25.4% | -24.6% | -0.8% | -17.3% |
| YTD | -7.2% | +32.7% | -39.9% | -18.4% |
| 1Y | -7.9% | +20.3% | -28.2% | -15.9% |
| 3Y | +262.1% | +80.2% | +181.9% | +183.2% |
| 5Y | +525.7% | +40.0% | +485.7% | +428.8% |
| 10Y | +2,300.3% | +310.8% | +1,989.5% | +1,281.5% |
| All | +9,159.7% | +197.1% | +8,962.6% | +4,555.2% |
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 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