+244.4%
AVGO vs XLE
+55.1%
+189.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -9.9% | -12.0% | +2.1% | -7.4% |
| 30D | -22.0% | -2.7% | -19.3% | -21.7% |
| 3M | -30.0% | +6.6% | -36.6% | -31.5% |
| 6M | -30.7% | +9.5% | -40.3% | -33.0% |
| YTD | -14.7% | +40.6% | -55.2% | -27.0% |
| 1Y | -16.8% | +43.6% | -60.4% | -29.7% |
| 3Y | +244.4% | +58.1% | +186.3% | +184.1% |
| All | +244.4% | +55.1% | +189.4% | +184.1% |
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