+2,798.6%
AVGO vs FE
+123.7%
+2,674.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +25.0% | -0.3% | +25.3% | +25.1% |
| 30D | +2.0% | +3.9% | -1.9% | +0.8% |
| 3M | -12.3% | -0.1% | -12.2% | -12.4% |
| 6M | -12.8% | +6.1% | -18.9% | -14.8% |
| YTD | +5.9% | +8.1% | -2.2% | +2.4% |
| 1Y | +3.3% | +4.4% | -1.1% | +1.0% |
| 3Y | +293.1% | +49.0% | +244.1% | +230.5% |
| 5Y | +606.7% | +46.1% | +560.6% | +492.1% |
| All | +2,798.6% | +123.7% | +2,674.9% | +2,333.4% |
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