+2,646.4%
AVGO vs FLEX
+645.9%
+2,000.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.3% |
| 7D | +6.1% | +2.2% | +3.8% | +4.9% |
| 30D | -2.7% | -32.6% | +30.0% | +14.9% |
| 3M | -16.9% | -35.5% | +18.6% | -0.5% |
| 6M | -19.1% | -45.6% | +26.4% | +2.6% |
| YTD | +0.3% | +30.7% | -30.4% | -22.4% |
| 1Y | -1.2% | +28.4% | -29.6% | -22.9% |
| 3Y | +272.4% | +301.7% | -29.2% | +65.7% |
| 5Y | +579.0% | +473.3% | +105.8% | +150.8% |
| All | +2,646.4% | +645.9% | +2,000.5% | +589.9% |
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