+696.9%
AVGO vs XBI
+19.1%
+677.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.1% | -4.6% | +5.8% | +3.3% |
| 30D | -13.0% | -2.0% | -11.0% | -12.6% |
| 3M | -6.0% | +17.8% | -23.8% | -13.5% |
| 6M | +6.4% | +23.7% | -17.3% | -4.8% |
| YTD | +5.0% | +28.2% | -23.3% | -7.9% |
| 1Y | +1.4% | +64.0% | -62.6% | -21.0% |
| 3Y | +336.8% | +99.4% | +237.4% | +207.6% |
| All | +696.9% | +19.1% | +677.8% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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