+336.8%
AVGO vs XLK
+119.6%
+217.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.6% |
| 7D | +1.1% | +0.2% | +0.9% | +0.8% |
| 30D | -13.0% | -0.6% | -12.4% | -12.3% |
| 3M | -6.0% | +2.6% | -8.5% | -10.0% |
| 6M | +6.4% | +34.0% | -27.6% | -32.6% |
| YTD | +5.0% | +30.7% | -25.7% | -30.9% |
| 1Y | +1.4% | +39.2% | -37.8% | -39.1% |
| 3Y | +336.8% | +120.4% | +216.4% | +42.5% |
| All | +336.8% | +119.6% | +217.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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