+2,660.6%
AVGO vs EXPD
+335.0%
+2,325.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.5% |
| 7D | +18.2% | +5.5% | +12.6% | +15.1% |
| 30D | +0.2% | -0.8% | +1.0% | +0.9% |
| 3M | -16.8% | +4.1% | -20.9% | -18.4% |
| 6M | -16.5% | +25.7% | -42.1% | -26.0% |
| YTD | +0.8% | +31.4% | -30.6% | -14.3% |
| 1Y | +2.8% | +42.2% | -39.4% | -16.5% |
| 3Y | +278.5% | +77.2% | +201.4% | +160.5% |
| 5Y | +573.1% | +61.0% | +512.1% | +381.9% |
| All | +2,660.6% | +335.0% | +2,325.6% | +1,103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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