+7.0%
AVGO vs ETN
+24.0%
-17.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +1.5% |
| 7D | -0.3% | +8.0% | -8.3% | -4.3% |
| 30D | -13.8% | -5.9% | -7.9% | -11.1% |
| 3M | -6.9% | +5.0% | -11.9% | -10.3% |
| All | +7.0% | +24.0% | -17.0% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling