+2.8%
AVGO vs XLC
-2.4%
+5.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.1% |
| 7D | +18.2% | +3.7% | +14.4% | +16.6% |
| 30D | +0.2% | -1.9% | +2.1% | +0.6% |
| 3M | -16.8% | -3.1% | -13.7% | -16.4% |
| 6M | -16.5% | -6.4% | -10.1% | -12.8% |
| YTD | +0.8% | -6.8% | +7.6% | +5.2% |
| 1Y | +2.8% | -1.7% | +4.5% | -1.4% |
| All | +2.8% | -2.4% | +5.3% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling