+1,906.1%
AVGO vs FND
+57.9%
+1,848.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.1% |
| 7D | +18.2% | -6.8% | +25.0% | +20.5% |
| 30D | +0.2% | +8.0% | -7.8% | -2.7% |
| 3M | -16.8% | -18.9% | +2.1% | -12.3% |
| 6M | -16.5% | +4.7% | -21.2% | -19.6% |
| YTD | +0.8% | -21.6% | +22.4% | +4.5% |
| 1Y | +2.8% | -22.0% | +24.8% | +6.4% |
| 3Y | +278.5% | -40.4% | +319.0% | +308.7% |
| 5Y | +573.1% | -63.8% | +636.9% | +705.8% |
| All | +1,906.1% | +57.9% | +1,848.2% | +1,439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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