+32,355.3%
AVGO vs XLF
+565.1%
+31,790.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +4.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.6% |
| 30D | -13.8% | -0.5% | -13.3% | -13.7% |
| 3M | -6.9% | +10.6% | -17.6% | -14.5% |
| 6M | +11.9% | +14.3% | -2.4% | -0.2% |
| YTD | +6.9% | +5.5% | +1.4% | +1.3% |
| 1Y | +7.4% | +9.6% | -2.2% | -1.4% |
| 3Y | +345.6% | +75.2% | +270.4% | +182.5% |
| 5Y | +718.9% | +65.5% | +653.4% | +442.8% |
| 10Y | +2,755.4% | +246.4% | +2,508.9% | +922.5% |
| All | +32,355.3% | +565.1% | +31,790.3% | +7,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling