+30,513.3%
AVGO vs XME
+173.7%
+30,339.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.0% |
| 7D | +18.2% | +0.3% | +17.8% | +18.0% |
| 30D | +0.2% | -6.1% | +6.3% | +3.6% |
| 3M | -16.8% | -18.6% | +1.8% | -8.3% |
| 6M | -16.5% | -23.9% | +7.4% | -5.1% |
| YTD | +0.8% | -9.3% | +10.2% | +4.2% |
| 1Y | +2.8% | +1.8% | +1.1% | +0.7% |
| 3Y | +278.5% | +93.0% | +185.5% | +175.0% |
| 5Y | +573.1% | +107.0% | +466.1% | +361.0% |
| 10Y | +2,598.7% | +266.9% | +2,331.7% | +1,210.4% |
| All | +30,513.3% | +173.7% | +30,339.6% | +15,496.1% |
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