+711.1%
AVGO vs EWZ
+63.8%
+647.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -13.7% | +8.2% | -21.9% | -16.1% |
| 3M | -6.9% | +13.3% | -20.2% | -10.9% |
| 6M | +5.8% | +3.6% | +2.2% | +4.4% |
| YTD | +5.7% | +21.0% | -15.3% | -0.8% |
| 1Y | +9.0% | +34.7% | -25.6% | -1.5% |
| 3Y | +340.5% | +48.3% | +292.2% | +283.5% |
| 5Y | +711.1% | +60.1% | +651.0% | +608.2% |
| All | +711.1% | +63.8% | +647.3% | +608.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling