+32,043.9%
AVGO vs XME
+178.1%
+31,865.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.6% | +6.5% |
| 7D | +25.0% | +5.3% | +19.6% | +21.9% |
| 30D | +2.0% | -8.2% | +10.2% | +6.5% |
| 3M | -12.3% | -18.4% | +6.1% | -3.4% |
| 6M | -12.8% | -22.8% | +10.0% | -1.6% |
| YTD | +5.9% | -7.9% | +13.7% | +8.6% |
| 1Y | +3.3% | -0.9% | +4.2% | +2.4% |
| 3Y | +293.1% | +96.0% | +197.1% | +183.4% |
| 5Y | +606.7% | +110.3% | +496.4% | +380.2% |
| 10Y | +2,733.6% | +272.8% | +2,460.7% | +1,265.0% |
| All | +32,043.9% | +178.1% | +31,865.8% | +16,145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling