+32,355.3%
AVGO vs XBI
+817.8%
+31,537.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -13.8% | +2.9% | -16.7% | -15.5% |
| 3M | -6.9% | +26.2% | -33.1% | -17.8% |
| 6M | +11.9% | +30.7% | -18.8% | -3.3% |
| YTD | +6.9% | +32.9% | -26.1% | -8.8% |
| 1Y | +7.4% | +72.3% | -64.9% | -19.9% |
| 3Y | +345.6% | +107.2% | +238.4% | +197.6% |
| 5Y | +718.9% | +23.2% | +695.7% | +583.9% |
| 10Y | +2,755.4% | +158.5% | +2,596.8% | +1,453.4% |
| All | +32,355.3% | +817.8% | +31,537.5% | +7,048.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling