+25,809.4%
AVGO vs FE
+142.4%
+25,667.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.2% |
| 7D | -9.9% | -1.0% | -8.9% | -9.7% |
| 30D | -22.0% | +4.1% | -26.1% | -23.0% |
| 3M | -30.0% | -1.0% | -29.0% | -30.0% |
| 6M | -30.7% | +4.0% | -34.7% | -32.0% |
| YTD | -14.7% | +6.8% | -21.5% | -17.2% |
| 1Y | -16.8% | +5.3% | -22.1% | -18.9% |
| 3Y | +244.4% | +44.6% | +199.8% | +193.9% |
| 5Y | +474.0% | +44.2% | +429.8% | +385.5% |
| 10Y | +2,122.6% | +107.3% | +2,015.3% | +1,554.8% |
| All | +25,809.4% | +142.4% | +25,667.0% | +16,812.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling