+1.4%
AVGO vs EWY
+149.3%
-147.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -13.0% | +7.3% | -20.3% | -15.8% |
| 3M | -6.0% | -5.1% | -0.8% | -5.4% |
| 6M | +6.4% | +42.1% | -35.7% | -10.3% |
| YTD | +5.0% | +94.1% | -89.1% | -30.8% |
| 1Y | +1.4% | +147.8% | -146.4% | -45.4% |
| All | +1.4% | +149.3% | -147.9% | -45.4% |
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