+2,856.4%
AVGO vs FLEX
+1,045.8%
+1,810.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.8% | +6.4% | -7.1% | -3.6% |
| 30D | -13.7% | -5.9% | -7.9% | -11.6% |
| 3M | -6.9% | -23.5% | +16.5% | +3.1% |
| 6M | +5.8% | +83.7% | -78.0% | -27.9% |
| YTD | +5.7% | +86.5% | -80.8% | -29.2% |
| 1Y | +9.0% | +100.5% | -91.5% | -29.7% |
| 3Y | +340.5% | +469.8% | -129.3% | +69.5% |
| 5Y | +711.1% | +725.7% | -14.6% | +158.0% |
| 10Y | +2,856.4% | +1,086.7% | +1,769.7% | +549.8% |
| All | +2,856.4% | +1,045.8% | +1,810.6% | +549.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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