+2,475.6%
AVGO vs XLP
+129.0%
+2,346.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | 0.0% | +2.3% | -2.4% | -1.5% |
| 30D | -8.2% | +9.1% | -17.3% | -13.7% |
| 3M | -21.3% | +7.9% | -29.1% | -25.7% |
| 6M | -22.5% | +9.6% | -32.1% | -28.7% |
| YTD | -3.6% | +19.4% | -23.0% | -17.8% |
| 1Y | -6.7% | +22.4% | -29.1% | -22.3% |
| 3Y | +258.1% | +43.2% | +215.0% | +145.8% |
| 5Y | +560.9% | +42.6% | +518.3% | +355.8% |
| 10Y | +2,475.6% | +135.4% | +2,340.2% | +983.7% |
| All | +2,475.6% | +129.0% | +2,346.6% | +983.7% |
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