+32,355.3%
AVGO vs EWJ
+233.5%
+32,121.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.3% |
| 7D | -0.3% | +2.9% | -3.2% | -3.1% |
| 30D | -13.8% | +1.1% | -14.9% | -14.8% |
| 3M | -6.9% | +7.1% | -14.0% | -12.9% |
| 6M | +11.9% | +16.2% | -4.3% | -3.1% |
| YTD | +6.9% | +22.0% | -15.1% | -12.4% |
| 1Y | +7.4% | +26.2% | -18.8% | -14.9% |
| 3Y | +345.6% | +73.5% | +272.1% | +162.4% |
| 5Y | +718.9% | +52.7% | +666.2% | +444.8% |
| 10Y | +2,755.4% | +138.5% | +2,616.9% | +1,208.5% |
| All | +32,355.3% | +233.5% | +32,121.9% | +11,044.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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