+2,062.4%
AVGO vs FE
+107.4%
+1,955.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -9.9% | 0.0% | -9.9% | -9.9% |
| 30D | -22.0% | +5.2% | -27.2% | -23.2% |
| 3M | -30.0% | 0.0% | -30.0% | -30.2% |
| 6M | -30.7% | +5.0% | -35.8% | -32.2% |
| YTD | -14.7% | +7.9% | -22.6% | -17.4% |
| 1Y | -16.8% | +6.3% | -23.1% | -19.1% |
| 3Y | +244.4% | +46.0% | +198.4% | +191.6% |
| 5Y | +474.0% | +45.6% | +428.4% | +380.8% |
| All | +2,062.4% | +107.4% | +1,955.1% | +1,749.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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