+17.8%
AVGO vs XEL
+7.2%
+10.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | -3.0% | -1.0% | -2.0% | -3.2% |
| 30D | -14.4% | -1.9% | -12.5% | -14.9% |
| 3M | -14.4% | -1.9% | -12.5% | -15.0% |
| 6M | +13.1% | -7.4% | +20.6% | +11.0% |
| YTD | +3.8% | +4.1% | -0.3% | +4.4% |
| 1Y | +17.8% | +8.0% | +9.7% | +19.8% |
| All | +17.8% | +7.2% | +10.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling