+17.8%
AVGO vs EWY
+165.3%
-147.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.7% |
| 7D | -3.0% | +4.8% | -7.8% | -4.9% |
| 30D | -14.4% | +11.7% | -26.1% | -18.7% |
| 3M | -14.4% | -7.4% | -7.0% | -13.2% |
| 6M | +13.1% | +40.6% | -27.4% | -4.9% |
| YTD | +3.8% | +94.3% | -90.5% | -32.9% |
| 1Y | +17.8% | +164.3% | -146.5% | -43.3% |
| All | +17.8% | +165.3% | -147.6% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling