+31,416.6%
AVGO vs XLP
+448.4%
+30,968.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -3.0% | -1.0% | -1.9% | -2.1% |
| 30D | -14.4% | -0.9% | -13.6% | -14.1% |
| 3M | -14.4% | +3.8% | -18.2% | -18.4% |
| 6M | +13.1% | -1.7% | +14.9% | +12.5% |
| YTD | +3.8% | +10.3% | -6.5% | -7.5% |
| 1Y | +17.8% | +7.8% | +10.0% | +6.1% |
| 3Y | +325.3% | +27.2% | +298.1% | +213.5% |
| 5Y | +689.9% | +32.5% | +657.4% | +457.9% |
| 10Y | +2,597.0% | +101.8% | +2,495.2% | +1,124.3% |
| All | +31,416.6% | +448.4% | +30,968.2% | +4,293.1% |
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