+2,062.4%
AVGO vs XLP
+126.4%
+1,936.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -9.9% | +0.7% | -10.7% | -10.5% |
| 30D | -22.0% | +10.3% | -32.3% | -27.4% |
| 3M | -30.0% | +6.5% | -36.6% | -33.5% |
| 6M | -30.7% | +8.4% | -39.1% | -35.8% |
| YTD | -14.7% | +18.2% | -32.9% | -26.8% |
| 1Y | -16.8% | +22.4% | -39.2% | -31.0% |
| 3Y | +244.4% | +41.9% | +202.5% | +137.4% |
| 5Y | +474.0% | +40.9% | +433.2% | +298.6% |
| All | +2,062.4% | +126.4% | +1,936.0% | +873.8% |
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