+2,761.7%
AVGO vs FLR
+18.3%
+2,743.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.4% |
| 7D | +1.0% | -6.9% | +7.9% | +2.7% |
| 30D | -13.3% | +1.1% | -14.4% | -13.6% |
| 3M | -2.9% | +14.3% | -17.2% | -6.4% |
| 6M | +5.7% | +19.1% | -13.4% | +0.3% |
| YTD | +4.6% | +35.1% | -30.5% | -3.8% |
| 1Y | -1.6% | +29.5% | -31.1% | -8.8% |
| 3Y | +336.2% | +53.0% | +283.2% | +283.7% |
| 5Y | +695.6% | +238.9% | +456.7% | +481.7% |
| All | +2,761.7% | +18.3% | +2,743.4% | +1,928.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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