+2,660.6%
AVGO vs EWZ
+68.6%
+2,592.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.1% | -5.3% |
| 7D | +18.2% | +0.8% | +17.4% | +17.8% |
| 30D | +0.2% | -24.4% | +24.6% | +9.8% |
| 3M | -16.8% | -4.6% | -12.2% | -17.2% |
| 6M | -16.5% | -11.6% | -4.9% | -14.3% |
| YTD | +0.8% | +2.4% | -1.6% | -2.6% |
| 1Y | +2.8% | +2.1% | +0.7% | -0.8% |
| 3Y | +278.5% | +18.7% | +259.8% | +241.0% |
| 5Y | +573.1% | +54.2% | +518.9% | +430.2% |
| All | +2,660.6% | +68.6% | +2,592.0% | +1,907.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling