+9.0%
AVGO vs XLB
+14.3%
-5.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | -0.8% | -2.9% | +2.2% | +0.3% |
| 30D | -13.7% | -3.4% | -10.4% | -12.7% |
| 3M | -6.9% | +1.6% | -8.5% | -8.2% |
| 6M | +5.8% | +3.6% | +2.1% | +3.5% |
| YTD | +5.7% | +14.2% | -8.6% | -1.0% |
| 1Y | +9.0% | +15.6% | -6.6% | -0.5% |
| All | +9.0% | +14.3% | -5.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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