+1,622.3%
AVGO vs XLC
+141.1%
+1,481.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -0.8% | -1.4% | +0.6% | +0.6% |
| 30D | -13.7% | -0.9% | -12.8% | -13.3% |
| 3M | -6.9% | -0.3% | -6.6% | -7.7% |
| 6M | +5.8% | -5.2% | +11.0% | +10.3% |
| YTD | +5.7% | -5.3% | +11.0% | +10.1% |
| 1Y | +9.0% | -2.8% | +11.8% | +10.6% |
| 3Y | +340.5% | +71.2% | +269.3% | +158.5% |
| 5Y | +711.1% | +37.6% | +673.5% | +494.1% |
| All | +1,622.3% | +141.1% | +1,481.1% | +566.7% |
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