+2,660.6%
AVGO vs XLE
+181.7%
+2,478.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -5.2% |
| 7D | +18.2% | +5.4% | +12.7% | +15.6% |
| 30D | +0.2% | -3.9% | +4.2% | +1.8% |
| 3M | -16.8% | +7.0% | -23.8% | -19.5% |
| 6M | -16.5% | +14.2% | -30.7% | -21.9% |
| YTD | +0.8% | +48.2% | -47.4% | -17.1% |
| 1Y | +2.8% | +47.7% | -44.9% | -15.4% |
| 3Y | +278.5% | +70.0% | +208.5% | +189.4% |
| 5Y | +573.1% | +169.1% | +403.9% | +297.8% |
| All | +2,660.6% | +181.7% | +2,478.9% | +1,360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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