+696.9%
AVGO vs XLF
+65.0%
+632.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +2.3% |
| 30D | -13.0% | -1.2% | -11.8% | -12.3% |
| 3M | -6.0% | +9.2% | -15.1% | -13.3% |
| 6M | +6.4% | +16.3% | -10.0% | -7.6% |
| YTD | +5.0% | +5.4% | -0.5% | -0.7% |
| 1Y | +1.4% | +7.6% | -6.2% | -6.1% |
| 3Y | +336.8% | +74.2% | +262.6% | +158.2% |
| All | +696.9% | +65.0% | +632.0% | +394.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling