+262.1%
AVGO vs XRT
+58.4%
+203.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +6.4% |
| 7D | -0.9% | +2.5% | -3.3% | -2.3% |
| 30D | -11.6% | +10.3% | -22.0% | -17.3% |
| 3M | -25.2% | +2.4% | -27.6% | -26.6% |
| 6M | -25.4% | +10.0% | -35.4% | -31.0% |
| YTD | -7.2% | +9.5% | -16.7% | -14.3% |
| 1Y | -7.9% | +17.2% | -25.1% | -19.4% |
| 3Y | +262.1% | +62.0% | +200.1% | +154.5% |
| All | +262.1% | +58.4% | +203.7% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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