+2,755.4%
AVGO vs XLE
+174.0%
+2,581.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -13.8% | +12.6% | -26.5% | -18.2% |
| 3M | -6.9% | +11.8% | -18.8% | -11.8% |
| 6M | +11.9% | +16.1% | -4.1% | +3.6% |
| YTD | +6.9% | +46.9% | -40.0% | -11.4% |
| 1Y | +7.4% | +53.3% | -45.8% | -12.8% |
| 3Y | +345.6% | +54.9% | +290.6% | +255.6% |
| 5Y | +718.9% | +225.7% | +493.2% | +340.5% |
| 10Y | +2,755.4% | +170.7% | +2,584.7% | +1,399.8% |
| All | +2,755.4% | +174.0% | +2,581.4% | +1,399.8% |
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