+335.4%
AVGO vs XEL
+46.3%
+289.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.3% |
| 7D | +1.0% | -1.2% | +2.2% | +0.6% |
| 30D | -13.3% | -2.9% | -10.4% | -14.1% |
| 3M | -2.9% | -2.7% | -0.2% | -3.6% |
| 6M | +5.7% | -6.5% | +12.2% | +3.9% |
| YTD | +4.6% | +3.6% | +1.0% | +6.4% |
| 1Y | -1.6% | +7.5% | -9.2% | +1.6% |
| All | +335.4% | +46.3% | +289.1% | +400.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling