+278.5%
AVGO vs EWT
+157.5%
+121.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.9% |
| 7D | +18.2% | +9.1% | +9.0% | +7.4% |
| 30D | +0.2% | -12.2% | +12.4% | +14.5% |
| 3M | -16.8% | -9.4% | -7.4% | -8.3% |
| 6M | -16.5% | +2.7% | -19.1% | -21.0% |
| YTD | +0.8% | +53.3% | -52.5% | -43.0% |
| 1Y | +2.8% | +59.2% | -56.3% | -44.4% |
| 3Y | +278.5% | +157.1% | +121.5% | +23.0% |
| All | +278.5% | +157.5% | +121.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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