+2,770.9%
AVGO vs XEL
+151.6%
+2,619.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -13.0% | -3.9% | -9.0% | -12.2% |
| 3M | -6.0% | -2.8% | -3.2% | -5.6% |
| 6M | +6.4% | -5.4% | +11.8% | +7.2% |
| YTD | +5.0% | +3.8% | +1.2% | +3.1% |
| 1Y | +1.4% | +6.8% | -5.4% | -1.5% |
| 3Y | +336.8% | +45.6% | +291.2% | +271.9% |
| 5Y | +698.2% | +30.7% | +667.5% | +605.5% |
| All | +2,770.9% | +151.6% | +2,619.4% | +2,033.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling