+2,770.9%
AVGO vs XLRE
+89.0%
+2,681.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | -13.0% | -2.4% | -10.6% | -11.7% |
| 3M | -6.0% | -2.5% | -3.5% | -5.2% |
| 6M | +6.4% | +4.0% | +2.4% | +2.0% |
| YTD | +5.0% | +9.3% | -4.3% | -3.0% |
| 1Y | +1.4% | +5.6% | -4.2% | -4.2% |
| 3Y | +336.8% | +31.3% | +305.5% | +245.2% |
| 5Y | +698.2% | +9.5% | +688.7% | +618.7% |
| All | +2,770.9% | +89.0% | +2,681.9% | +1,703.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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