+711.1%
AVGO vs FLR
+245.1%
+466.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.1% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -13.7% | +4.9% | -18.7% | -15.2% |
| 3M | -6.9% | +10.8% | -17.7% | -10.8% |
| 6M | +5.8% | +19.7% | -13.9% | -2.2% |
| YTD | +5.7% | +38.4% | -32.7% | -7.3% |
| 1Y | +9.0% | +34.7% | -25.7% | -3.7% |
| 3Y | +340.5% | +56.7% | +283.9% | +262.6% |
| 5Y | +711.1% | +241.6% | +469.4% | +466.0% |
| All | +711.1% | +245.1% | +466.0% | +466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling