+262.1%
AVGO vs XLB
+44.4%
+217.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +7.2% |
| 7D | -0.9% | -1.4% | +0.5% | +0.4% |
| 30D | -11.6% | +7.1% | -18.7% | -16.4% |
| 3M | -25.2% | +0.6% | -25.8% | -25.7% |
| 6M | -25.4% | +3.5% | -28.9% | -28.0% |
| YTD | -7.2% | +18.2% | -25.4% | -22.1% |
| 1Y | -7.9% | +25.6% | -33.5% | -27.5% |
| 3Y | +262.1% | +46.7% | +215.4% | +143.0% |
| All | +262.1% | +44.4% | +217.7% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling