+29,187.3%
AVGO vs XRT
+647.7%
+28,539.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | 0.0% | +4.1% | -4.1% | -2.7% |
| 30D | -8.2% | +9.9% | -18.1% | -14.2% |
| 3M | -21.3% | +2.3% | -23.5% | -23.0% |
| 6M | -22.5% | +9.6% | -32.1% | -28.2% |
| YTD | -3.6% | +9.1% | -12.7% | -10.6% |
| 1Y | -6.7% | +16.2% | -22.9% | -17.3% |
| 3Y | +258.1% | +60.1% | +198.1% | +153.9% |
| 5Y | +560.9% | -0.5% | +561.3% | +529.2% |
| 10Y | +2,475.6% | +145.1% | +2,330.5% | +989.1% |
| All | +29,187.3% | +647.7% | +28,539.6% | +5,302.6% |
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