+718.9%
AVGO vs XLB
+35.6%
+683.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.1% |
| 30D | -13.8% | -1.7% | -12.1% | -12.7% |
| 3M | -6.9% | +4.4% | -11.3% | -11.2% |
| 6M | +11.9% | +5.0% | +6.9% | +6.3% |
| YTD | +6.9% | +15.5% | -8.6% | -8.1% |
| 1Y | +7.4% | +14.9% | -7.5% | -7.5% |
| 3Y | +345.6% | +34.5% | +311.0% | +228.9% |
| 5Y | +718.9% | +36.5% | +682.3% | +502.0% |
| All | +718.9% | +35.6% | +683.2% | +502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling