+695.6%
AVGO vs EWY
+140.6%
+555.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +1.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.1% |
| 30D | -13.3% | +9.3% | -22.6% | -18.5% |
| 3M | -2.9% | +2.4% | -5.3% | -7.7% |
| 6M | +5.7% | +40.3% | -34.6% | -22.2% |
| YTD | +4.6% | +88.0% | -83.4% | -41.6% |
| 1Y | -1.6% | +143.8% | -145.5% | -56.4% |
| 3Y | +336.2% | +217.8% | +118.5% | +54.0% |
| 5Y | +695.6% | +142.7% | +552.9% | +229.3% |
| All | +695.6% | +140.6% | +555.1% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling