+335.4%
AVGO vs XLF
+73.0%
+262.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.7% |
| 7D | +1.0% | -2.9% | +3.9% | +3.2% |
| 30D | -13.3% | -1.6% | -11.7% | -12.4% |
| 3M | -2.9% | +9.3% | -12.1% | -9.9% |
| 6M | +5.7% | +14.6% | -8.9% | -6.1% |
| YTD | +4.6% | +4.7% | -0.1% | +0.2% |
| 1Y | -1.6% | +8.6% | -10.3% | -9.2% |
| All | +335.4% | +73.0% | +262.4% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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