+711.1%
AVGO vs EWT
+152.9%
+558.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -0.8% | +2.1% | -2.9% | -3.1% |
| 30D | -13.7% | +9.4% | -23.1% | -21.9% |
| 3M | -6.9% | +10.9% | -17.8% | -17.7% |
| 6M | +5.8% | +57.9% | -52.2% | -38.2% |
| YTD | +5.7% | +75.9% | -70.2% | -46.4% |
| 1Y | +9.0% | +89.7% | -80.7% | -49.1% |
| 3Y | +340.5% | +200.9% | +139.6% | +25.9% |
| 5Y | +711.1% | +154.5% | +556.6% | +177.6% |
| All | +711.1% | +152.9% | +558.2% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling