+31,416.6%
AVGO vs XLB
+394.3%
+31,022.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -3.0% | -1.4% | -1.6% | -1.8% |
| 30D | -14.4% | -0.4% | -14.1% | -14.3% |
| 3M | -14.4% | +2.0% | -16.4% | -16.5% |
| 6M | +13.1% | +1.8% | +11.3% | +10.4% |
| YTD | +3.8% | +16.6% | -12.8% | -10.8% |
| 1Y | +17.8% | +16.9% | +0.8% | +0.7% |
| 3Y | +325.3% | +32.6% | +292.7% | +225.4% |
| 5Y | +689.9% | +35.6% | +654.3% | +491.9% |
| 10Y | +2,597.0% | +160.0% | +2,437.0% | +1,026.9% |
| All | +31,416.6% | +394.3% | +31,022.3% | +7,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling