+691.7%
AVGO vs XLE
+217.6%
+474.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | +2.2% | -5.2% | -3.5% |
| 30D | -14.4% | +11.8% | -26.2% | -17.2% |
| 3M | -14.4% | +9.8% | -24.3% | -16.9% |
| 6M | +13.1% | +15.6% | -2.4% | +7.4% |
| YTD | +3.8% | +45.3% | -41.5% | -9.3% |
| 1Y | +17.8% | +48.3% | -30.5% | +1.9% |
| 3Y | +325.3% | +55.4% | +269.8% | +259.0% |
| All | +691.7% | +217.6% | +474.1% | +462.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling