-30.7%
AVGO vs FE
+3.5%
-34.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | -0.4% |
| 7D | -9.9% | -1.0% | -8.9% | -10.7% |
| 30D | -22.0% | +4.1% | -26.1% | -19.3% |
| 3M | -30.0% | -1.0% | -29.0% | -31.2% |
| 6M | -30.7% | +4.0% | -34.7% | -28.4% |
| All | -30.7% | +3.5% | -34.2% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling