+32,355.3%
AVGO vs XLU
+444.0%
+31,911.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | -0.3% | +2.1% | -2.4% | -1.4% |
| 30D | -13.8% | -0.4% | -13.5% | -13.8% |
| 3M | -6.9% | +0.5% | -7.4% | -7.7% |
| 6M | +11.9% | -5.8% | +17.7% | +14.8% |
| YTD | +6.9% | +3.1% | +3.7% | +3.8% |
| 1Y | +7.4% | +8.1% | -0.7% | +1.5% |
| 3Y | +345.6% | +50.5% | +295.0% | +242.0% |
| 5Y | +718.9% | +44.7% | +674.2% | +538.5% |
| 10Y | +2,755.4% | +136.8% | +2,618.5% | +1,515.1% |
| All | +32,355.3% | +444.0% | +31,911.3% | +8,184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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