-6.8%
AVGO vs XLI
+12.2%
-19.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.0% |
| 7D | -7.5% | +0.6% | -8.1% | -7.9% |
| 30D | -10.2% | -0.4% | -9.8% | -9.9% |
| 3M | -22.0% | -8.8% | -13.2% | -15.2% |
| 6M | -21.6% | -0.4% | -21.2% | -21.3% |
| YTD | -5.4% | +10.1% | -15.6% | -18.3% |
| 1Y | -6.8% | +12.3% | -19.1% | -21.3% |
| All | -6.8% | +12.2% | -19.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling