+4,012.5%
AVGO vs XLRE
+109.5%
+3,903.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.8% | -0.7% | 0.0% | -0.3% |
| 30D | -13.7% | -2.2% | -11.5% | -12.6% |
| 3M | -6.9% | -2.6% | -4.3% | -6.2% |
| 6M | +5.8% | +2.6% | +3.2% | +2.5% |
| YTD | +5.7% | +9.3% | -3.6% | -2.1% |
| 1Y | +9.0% | +7.2% | +1.8% | +2.0% |
| 3Y | +340.5% | +31.3% | +309.2% | +251.1% |
| 5Y | +711.1% | +8.1% | +702.9% | +639.6% |
| 10Y | +2,856.4% | +88.9% | +2,767.5% | +1,822.9% |
| All | +4,012.5% | +109.5% | +3,903.0% | +2,466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling