+17.8%
AVGO vs XLP
+7.6%
+10.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.7% |
| 7D | -3.0% | -1.0% | -1.9% | -4.0% |
| 30D | -14.4% | -0.9% | -13.6% | -15.1% |
| 3M | -14.4% | +3.8% | -18.2% | -10.2% |
| 6M | +13.1% | -1.7% | +14.9% | +11.5% |
| YTD | +3.8% | +10.3% | -6.5% | +21.5% |
| 1Y | +17.8% | +7.8% | +10.0% | +34.0% |
| All | +17.8% | +7.6% | +10.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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