+2,789.9%
AVGO vs ETR
+303.8%
+2,486.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -13.7% | +2.0% | -15.8% | -14.5% |
| 3M | -6.9% | -1.7% | -5.2% | -6.7% |
| 6M | +5.8% | +3.6% | +2.2% | +3.4% |
| YTD | +5.7% | +18.0% | -12.4% | -2.0% |
| 1Y | +9.0% | +26.2% | -17.2% | -1.5% |
| 3Y | +340.5% | +148.0% | +192.5% | +194.4% |
| 5Y | +711.1% | +126.1% | +585.0% | +457.9% |
| All | +2,789.9% | +303.8% | +2,486.1% | +1,625.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling