+297.5%
AVGO vs XME
+96.3%
+201.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.6% | +6.9% |
| 7D | +25.0% | +5.3% | +19.6% | +20.6% |
| 30D | +2.0% | -8.2% | +10.2% | +8.0% |
| 3M | -12.3% | -18.4% | +6.1% | -0.3% |
| 6M | -12.8% | -22.8% | +10.0% | +2.3% |
| YTD | +5.9% | -7.9% | +13.7% | +6.7% |
| 1Y | +3.3% | -0.9% | +4.2% | -1.5% |
| All | +297.5% | +96.3% | +201.2% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling