+278.5%
AVGO vs FE
+50.7%
+227.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -4.3% |
| 7D | +18.2% | +1.2% | +16.9% | +18.8% |
| 30D | +0.2% | +4.5% | -4.3% | +2.2% |
| 3M | -16.8% | +1.3% | -18.1% | -16.2% |
| 6M | -16.5% | +8.7% | -25.1% | -13.6% |
| YTD | +0.8% | +9.2% | -8.4% | +4.6% |
| 1Y | +2.8% | +7.0% | -4.1% | +6.2% |
| 3Y | +278.5% | +51.4% | +227.2% | +333.5% |
| All | +278.5% | +50.7% | +227.9% | +333.5% |
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