+8,843.7%
AVGO vs USFR
+27.5%
+8,816.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -14.4% | +0.3% | -14.7% | -14.5% |
| 3M | -14.4% | +1.0% | -15.4% | -14.7% |
| 6M | +13.1% | +1.9% | +11.2% | +12.5% |
| YTD | +3.8% | +2.6% | +1.2% | +3.0% |
| 1Y | +17.8% | +4.0% | +13.8% | +16.4% |
| 3Y | +325.3% | +14.1% | +311.2% | +307.8% |
| 5Y | +689.9% | +20.4% | +669.5% | +644.0% |
| 10Y | +2,597.0% | +28.0% | +2,569.0% | +2,409.3% |
| All | +8,843.7% | +27.5% | +8,816.1% | +8,163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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