+1.4%
AVGO vs XLI
+15.3%
-13.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +2.6% |
| 30D | -13.0% | -7.3% | -5.7% | -6.8% |
| 3M | -6.0% | -1.3% | -4.6% | -5.0% |
| 6M | +6.4% | +2.2% | +4.1% | +2.9% |
| YTD | +5.0% | +11.7% | -6.7% | -9.6% |
| 1Y | +1.4% | +14.3% | -12.9% | -14.7% |
| All | +1.4% | +15.3% | -13.9% | -14.7% |
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