+2,798.6%
AVGO vs FN
+763.2%
+2,035.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.7% | +7.2% |
| 7D | +25.0% | +20.8% | +4.2% | +15.3% |
| 30D | +2.0% | -17.3% | +19.3% | +8.5% |
| 3M | -12.3% | -38.1% | +25.9% | +2.8% |
| 6M | -12.8% | -44.2% | +31.4% | +3.6% |
| YTD | +5.9% | -22.3% | +28.1% | +5.3% |
| 1Y | +3.3% | -20.9% | +24.3% | +1.9% |
| 3Y | +293.1% | +111.1% | +182.0% | +147.0% |
| 5Y | +606.7% | +191.8% | +414.9% | +273.4% |
| All | +2,798.6% | +763.2% | +2,035.4% | +919.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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