+2,755.4%
AVGO vs URA
+371.9%
+2,383.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.7% |
| 7D | -0.3% | +8.1% | -8.4% | -3.5% |
| 30D | -13.8% | +5.8% | -19.6% | -16.2% |
| 3M | -6.9% | +3.4% | -10.4% | -8.7% |
| 6M | +11.9% | -2.6% | +14.6% | +11.9% |
| YTD | +6.9% | +11.2% | -4.3% | -0.6% |
| 1Y | +7.4% | +19.8% | -12.4% | -3.9% |
| 3Y | +345.6% | +121.5% | +224.1% | +205.7% |
| 5Y | +718.9% | +134.5% | +584.4% | +416.2% |
| 10Y | +2,755.4% | +376.7% | +2,378.7% | +1,039.9% |
| All | +2,755.4% | +371.9% | +2,383.4% | +1,039.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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