-12.7%
AVGO vs XE
-36.4%
+23.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.2% | +1.4% |
| 7D | -0.3% | +4.0% | -4.3% | -1.1% |
| 30D | -13.8% | -15.5% | +1.6% | -11.3% |
| 3M | -6.9% | -14.6% | +7.7% | -7.0% |
| All | -12.7% | -36.4% | +23.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling