+278.5%
AVGO vs XLI
+72.0%
+206.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.2% |
| 7D | +18.2% | +3.8% | +14.4% | +12.6% |
| 30D | +0.2% | +1.0% | -0.8% | -0.6% |
| 3M | -16.8% | -8.9% | -7.9% | -5.5% |
| 6M | -16.5% | -2.3% | -14.2% | -13.9% |
| YTD | +0.8% | +9.7% | -8.9% | -13.5% |
| 1Y | +2.8% | +12.3% | -9.5% | -14.8% |
| 3Y | +278.5% | +71.5% | +207.1% | +62.2% |
| All | +278.5% | +72.0% | +206.5% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling