+335.4%
AVGO vs EWZ
+47.7%
+287.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -13.3% | +13.5% | -26.8% | -18.1% |
| 3M | -2.9% | +15.2% | -18.1% | -9.0% |
| 6M | +5.7% | +3.7% | +2.0% | +3.9% |
| YTD | +4.6% | +22.5% | -17.9% | -4.3% |
| 1Y | -1.6% | +35.3% | -36.9% | -14.6% |
| All | +335.4% | +47.7% | +287.7% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling