+23,651.2%
AVGO vs FN
+3,620.5%
+20,030.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.8% |
| 7D | -3.0% | -1.7% | -1.3% | -2.5% |
| 30D | -14.4% | -22.0% | +7.6% | -8.5% |
| 3M | -14.4% | -43.0% | +28.6% | -0.1% |
| 6M | +13.1% | -27.7% | +40.9% | +19.8% |
| YTD | +3.8% | -10.5% | +14.3% | +1.6% |
| 1Y | +17.8% | +12.5% | +5.3% | +7.1% |
| 3Y | +325.3% | +153.8% | +171.5% | +195.2% |
| 5Y | +689.9% | +288.0% | +401.9% | +374.1% |
| 10Y | +2,597.0% | +906.4% | +1,690.6% | +1,143.1% |
| All | +23,651.2% | +3,620.5% | +20,030.7% | +8,569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling