+2,770.9%
AVGO vs XLY
+220.9%
+2,550.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +2.9% |
| 30D | -13.0% | -4.2% | -8.8% | -9.4% |
| 3M | -6.0% | -2.7% | -3.3% | -4.2% |
| 6M | +6.4% | -0.6% | +7.0% | +6.0% |
| YTD | +5.0% | -5.0% | +10.0% | +9.4% |
| 1Y | +1.4% | -4.1% | +5.5% | +4.3% |
| 3Y | +336.8% | +33.6% | +303.2% | +222.9% |
| 5Y | +698.2% | +28.7% | +669.5% | +500.6% |
| All | +2,770.9% | +220.9% | +2,550.1% | +717.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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