+2,660.6%
AVGO vs XLP
+139.1%
+2,521.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.7% |
| 7D | +18.2% | +2.5% | +15.6% | +16.3% |
| 30D | +0.2% | +7.3% | -7.1% | -4.7% |
| 3M | -16.8% | +8.1% | -24.9% | -21.6% |
| 6M | -16.5% | +10.5% | -26.9% | -23.4% |
| YTD | +0.8% | +21.2% | -20.4% | -14.9% |
| 1Y | +2.8% | +22.7% | -19.9% | -14.4% |
| 3Y | +278.5% | +44.8% | +233.7% | +158.2% |
| 5Y | +573.1% | +44.7% | +528.3% | +359.5% |
| All | +2,660.6% | +139.1% | +2,521.5% | +1,052.2% |
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