+244.4%
AVGO vs FE
+42.7%
+201.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.2% |
| 7D | -9.9% | -1.0% | -8.9% | -10.3% |
| 30D | -22.0% | +4.1% | -26.1% | -20.6% |
| 3M | -30.0% | -1.0% | -29.0% | -30.2% |
| 6M | -30.7% | +4.0% | -34.7% | -29.5% |
| YTD | -14.7% | +6.8% | -21.5% | -12.2% |
| 1Y | -16.8% | +5.3% | -22.1% | -14.6% |
| 3Y | +244.4% | +44.6% | +199.8% | +294.0% |
| All | +244.4% | +42.7% | +201.8% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling