+344.7%
AVGO vs ETR
+151.3%
+193.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -13.8% | +1.9% | -15.7% | -13.9% |
| 3M | -6.9% | +1.0% | -7.9% | -7.1% |
| 6M | +11.9% | +4.8% | +7.1% | +11.2% |
| YTD | +6.9% | +19.5% | -12.7% | +4.7% |
| 1Y | +7.4% | +28.1% | -20.7% | +5.0% |
| All | +344.7% | +151.3% | +193.5% | +419.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling