+2,770.9%
AVGO vs XME
+421.4%
+2,349.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.1% | -4.2% | +5.3% | +3.4% |
| 30D | -13.0% | -2.7% | -10.3% | -12.0% |
| 3M | -6.0% | -3.9% | -2.0% | -4.5% |
| 6M | +6.4% | -1.0% | +7.3% | +6.2% |
| YTD | +5.0% | +9.8% | -4.8% | -2.0% |
| 1Y | +1.4% | +32.5% | -31.2% | -14.5% |
| 3Y | +336.8% | +124.3% | +212.5% | +181.0% |
| 5Y | +698.2% | +165.8% | +532.4% | +357.2% |
| All | +2,770.9% | +421.4% | +2,349.6% | +1,010.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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