+336.8%
AVGO vs ETN
+86.8%
+250.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -2.9% |
| 7D | +1.1% | +3.5% | -2.4% | -1.8% |
| 30D | -13.0% | -7.5% | -5.5% | -7.6% |
| 3M | -6.0% | +8.3% | -14.3% | -14.1% |
| 6M | +6.4% | +20.2% | -13.8% | -13.0% |
| YTD | +5.0% | +34.7% | -29.7% | -24.1% |
| 1Y | +1.4% | +19.4% | -18.1% | -17.8% |
| 3Y | +336.8% | +85.5% | +251.3% | +158.7% |
| All | +336.8% | +86.8% | +250.0% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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