+560.9%
AVGO vs FN
+194.7%
+366.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.8% | +8.7% | +5.9% |
| 7D | 0.0% | -4.1% | +4.0% | +1.2% |
| 30D | -8.2% | -28.3% | +20.2% | +3.6% |
| 3M | -21.3% | -33.9% | +12.6% | -9.9% |
| 6M | -22.5% | -43.9% | +21.4% | -7.7% |
| YTD | -3.6% | -23.4% | +19.9% | -4.3% |
| 1Y | -6.7% | -25.4% | +18.7% | -6.5% |
| 3Y | +258.1% | +107.9% | +150.2% | +116.1% |
| 5Y | +560.9% | +195.1% | +365.8% | +219.5% |
| All | +560.9% | +194.7% | +366.1% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling