+560.9%
AVGO vs XLC
+40.7%
+520.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | 0.0% | +6.2% | -6.3% | -5.4% |
| 30D | -8.2% | -2.4% | -5.8% | -6.1% |
| 3M | -21.3% | -3.3% | -17.9% | -19.3% |
| 6M | -22.5% | -7.3% | -15.2% | -18.0% |
| YTD | -3.6% | -7.6% | +4.1% | +2.4% |
| 1Y | -6.7% | -3.7% | -3.0% | -4.9% |
| 3Y | +258.1% | +62.9% | +195.2% | +129.0% |
| 5Y | +560.9% | +41.6% | +519.2% | +374.8% |
| All | +560.9% | +40.7% | +520.1% | +374.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling