+32,355.3%
AVGO vs XME
+250.0%
+32,105.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.4% |
| 7D | -0.3% | +3.6% | -3.9% | -2.0% |
| 30D | -13.8% | +3.6% | -17.5% | -15.6% |
| 3M | -6.9% | +1.2% | -8.1% | -7.8% |
| 6M | +11.9% | +9.0% | +2.9% | +6.9% |
| YTD | +6.9% | +15.9% | -9.0% | -1.9% |
| 1Y | +7.4% | +43.2% | -35.8% | -11.0% |
| 3Y | +345.6% | +137.4% | +208.2% | +192.0% |
| 5Y | +718.9% | +185.0% | +533.8% | +379.9% |
| 10Y | +2,755.4% | +409.5% | +2,345.9% | +1,083.1% |
| All | +32,355.3% | +250.0% | +32,105.4% | +14,572.9% |
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