+2,300.3%
AVGO vs XLP
+130.4%
+2,169.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.2% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | -11.6% | +8.9% | -20.6% | -16.9% |
| 3M | -25.2% | +7.5% | -32.7% | -29.3% |
| 6M | -25.4% | +9.4% | -34.9% | -31.3% |
| YTD | -7.2% | +19.3% | -26.4% | -20.8% |
| 1Y | -7.9% | +21.7% | -29.6% | -23.1% |
| 3Y | +262.1% | +44.0% | +218.1% | +146.9% |
| 5Y | +525.7% | +42.8% | +482.9% | +330.3% |
| 10Y | +2,300.3% | +128.8% | +2,171.5% | +963.0% |
| All | +2,300.3% | +130.4% | +2,169.9% | +963.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling