+1,543.2%
AVGO vs XLC
+137.2%
+1,405.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.8% |
| 7D | +18.2% | +3.7% | +14.4% | +14.0% |
| 30D | +0.2% | -1.9% | +2.1% | +2.1% |
| 3M | -16.8% | -3.1% | -13.7% | -14.9% |
| 6M | -16.5% | -6.4% | -10.1% | -12.3% |
| YTD | +0.8% | -6.8% | +7.6% | +6.2% |
| 1Y | +2.8% | -1.7% | +4.5% | +2.6% |
| 3Y | +278.5% | +64.7% | +213.9% | +129.5% |
| 5Y | +573.1% | +41.1% | +532.0% | +377.4% |
| All | +1,543.2% | +137.2% | +1,405.9% | +543.1% |
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