+345.6%
AVGO vs XLE
+55.7%
+289.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -13.8% | +12.6% | -26.5% | -16.4% |
| 3M | -6.9% | +11.8% | -18.8% | -9.6% |
| 6M | +11.9% | +16.1% | -4.1% | +6.4% |
| YTD | +6.9% | +46.9% | -40.0% | -8.3% |
| 1Y | +7.4% | +53.3% | -45.8% | -9.9% |
| 3Y | +345.6% | +54.9% | +290.6% | +266.0% |
| All | +345.6% | +55.7% | +289.9% | +266.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling