+25,618.8%
AVGO vs XLP
+495.5%
+25,123.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.8% | -9.7% | -9.8% |
| 7D | -15.5% | +3.5% | -19.0% | -18.0% |
| 30D | -22.4% | +11.6% | -34.0% | -29.6% |
| 3M | -30.2% | +7.6% | -37.8% | -34.9% |
| 6M | -31.6% | +10.0% | -41.6% | -38.3% |
| YTD | -15.3% | +19.7% | -35.0% | -30.0% |
| 1Y | -18.2% | +23.5% | -41.6% | -34.6% |
| 3Y | +241.2% | +44.0% | +197.2% | +123.7% |
| 5Y | +469.8% | +42.7% | +427.1% | +276.6% |
| 10Y | +2,106.2% | +131.3% | +1,974.9% | +774.8% |
| All | +25,618.8% | +495.5% | +25,123.3% | +3,225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling