+711.1%
AVGO vs XLI
+80.3%
+630.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | +0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.2% |
| 30D | -13.7% | -6.9% | -6.8% | -5.9% |
| 3M | -6.9% | -1.9% | -5.0% | -5.0% |
| 6M | +5.8% | +1.0% | +4.7% | +3.6% |
| YTD | +5.7% | +11.3% | -5.7% | -9.2% |
| 1Y | +9.0% | +15.8% | -6.8% | -10.9% |
| 3Y | +340.5% | +69.8% | +270.7% | +130.9% |
| 5Y | +711.1% | +80.9% | +630.2% | +301.3% |
| All | +711.1% | +80.3% | +630.8% | +301.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling