+1,472.0%
AVGO vs XLC
+135.2%
+1,336.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.5% |
| 7D | 0.0% | +6.2% | -6.3% | -5.8% |
| 30D | -8.2% | -2.4% | -5.8% | -5.9% |
| 3M | -21.3% | -3.3% | -17.9% | -19.2% |
| 6M | -22.5% | -7.3% | -15.2% | -17.8% |
| YTD | -3.6% | -7.6% | +4.1% | +2.6% |
| 1Y | -6.7% | -3.7% | -3.0% | -4.8% |
| 3Y | +258.1% | +62.9% | +195.2% | +119.7% |
| 5Y | +560.9% | +41.6% | +519.2% | +366.9% |
| All | +1,472.0% | +135.2% | +1,336.8% | +521.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling