+2,770.9%
AVGO vs XLI
+260.4%
+2,510.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.8% |
| 7D | +1.1% | -1.7% | +2.8% | +2.9% |
| 30D | -13.0% | -7.3% | -5.7% | -6.0% |
| 3M | -6.0% | -1.3% | -4.6% | -4.9% |
| 6M | +6.4% | +2.2% | +4.1% | +3.5% |
| YTD | +5.0% | +11.7% | -6.7% | -7.2% |
| 1Y | +1.4% | +14.3% | -12.9% | -12.4% |
| 3Y | +336.8% | +70.3% | +266.5% | +158.6% |
| 5Y | +698.2% | +82.3% | +615.9% | +346.3% |
| All | +2,770.9% | +260.4% | +2,510.6% | +866.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling