+2,798.6%
AVGO vs XLP
+135.7%
+2,662.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.8% |
| 7D | +25.0% | -0.2% | +25.2% | +25.2% |
| 30D | +2.0% | +8.2% | -6.2% | -3.6% |
| 3M | -12.3% | +7.7% | -20.0% | -17.2% |
| 6M | -12.8% | +9.3% | -22.1% | -19.5% |
| YTD | +5.9% | +19.5% | -13.6% | -9.8% |
| 1Y | +3.3% | +21.0% | -17.7% | -13.1% |
| 3Y | +293.1% | +43.2% | +249.8% | +169.8% |
| 5Y | +606.7% | +42.7% | +564.0% | +387.0% |
| All | +2,798.6% | +135.7% | +2,662.9% | +1,121.2% |
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