+31,416.6%
AVGO vs EWZ
+29.0%
+31,387.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.0% | +6.5% | -9.5% | -5.4% |
| 30D | -14.4% | +4.8% | -19.3% | -16.2% |
| 3M | -14.4% | +9.9% | -24.3% | -17.7% |
| 6M | +13.1% | +1.9% | +11.2% | +12.0% |
| YTD | +3.8% | +20.3% | -16.5% | -4.0% |
| 1Y | +17.8% | +35.6% | -17.8% | +3.7% |
| 3Y | +325.3% | +43.4% | +281.8% | +261.9% |
| 5Y | +689.9% | +55.9% | +634.0% | +527.4% |
| 10Y | +2,597.0% | +84.2% | +2,512.9% | +1,718.5% |
| All | +31,416.6% | +29.0% | +31,387.6% | +22,392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling