+2,770.9%
AVGO vs EWZ
+94.8%
+2,676.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +1.1% | +0.9% | +0.3% | +0.8% |
| 30D | -13.0% | +12.8% | -25.8% | -17.1% |
| 3M | -6.0% | +10.8% | -16.7% | -9.8% |
| 6M | +6.4% | +2.5% | +3.9% | +5.2% |
| YTD | +5.0% | +21.4% | -16.4% | -3.0% |
| 1Y | +1.4% | +32.8% | -31.4% | -9.8% |
| 3Y | +336.8% | +45.2% | +291.6% | +271.5% |
| 5Y | +698.2% | +63.0% | +635.2% | +527.8% |
| All | +2,770.9% | +94.8% | +2,676.2% | +1,939.6% |
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