+2,798.6%
AVGO vs FITB
+208.7%
+2,589.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.9% |
| 7D | +25.0% | +0.8% | +24.1% | +24.6% |
| 30D | +2.0% | +7.3% | -5.4% | -0.7% |
| 3M | -12.3% | -6.3% | -6.0% | -10.1% |
| 6M | -12.8% | +12.6% | -25.4% | -17.5% |
| YTD | +5.9% | +18.0% | -12.1% | -2.4% |
| 1Y | +3.3% | +28.9% | -25.6% | -8.1% |
| 3Y | +293.1% | +139.4% | +153.7% | +168.6% |
| 5Y | +606.7% | +47.2% | +559.5% | +469.9% |
| All | +2,798.6% | +208.7% | +2,589.9% | +1,463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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