+2,475.6%
AVGO vs FLEX
+569.1%
+1,906.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +5.1% |
| 7D | 0.0% | -13.6% | +13.6% | +6.3% |
| 30D | -8.2% | -36.5% | +28.3% | +11.3% |
| 3M | -21.3% | -36.4% | +15.2% | -5.2% |
| 6M | -22.5% | -46.5% | +23.9% | -0.9% |
| YTD | -3.6% | +25.9% | -29.5% | -24.1% |
| 1Y | -6.7% | +19.6% | -26.2% | -24.6% |
| 3Y | +258.1% | +287.0% | -28.9% | +62.0% |
| 5Y | +560.9% | +466.6% | +94.3% | +145.4% |
| 10Y | +2,475.6% | +626.9% | +1,848.7% | +553.5% |
| All | +2,475.6% | +569.1% | +1,906.5% | +553.5% |
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