+31,416.6%
AVGO vs XRT
+607.0%
+30,809.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.5% |
| 30D | -14.4% | -4.2% | -10.2% | -12.1% |
| 3M | -14.4% | +5.1% | -19.5% | -17.8% |
| 6M | +13.1% | +2.4% | +10.7% | +10.4% |
| YTD | +3.8% | +3.2% | +0.6% | +0.5% |
| 1Y | +17.8% | +1.5% | +16.3% | +15.0% |
| 3Y | +325.3% | +40.6% | +284.7% | +230.3% |
| 5Y | +689.9% | -1.0% | +690.9% | +655.1% |
| 10Y | +2,597.0% | +128.4% | +2,468.6% | +1,103.5% |
| All | +31,416.6% | +607.0% | +30,809.6% | +5,971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling