+31,987.2%
AVGO vs ETN
+2,270.4%
+29,716.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | -0.8% | +6.2% | -7.0% | -4.7% |
| 30D | -13.7% | -6.7% | -7.1% | -10.1% |
| 3M | -6.9% | +3.6% | -10.6% | -10.3% |
| 6M | +5.8% | +18.3% | -12.5% | -7.2% |
| YTD | +5.7% | +31.5% | -25.8% | -14.0% |
| 1Y | +9.0% | +20.6% | -11.5% | -5.7% |
| 3Y | +340.5% | +82.5% | +258.0% | +201.4% |
| 5Y | +711.1% | +177.8% | +533.3% | +327.4% |
| 10Y | +2,856.4% | +705.0% | +2,151.4% | +701.4% |
| All | +31,987.2% | +2,270.4% | +29,716.9% | +4,669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling