+2,660.6%
AVGO vs XYL
+100.4%
+2,560.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +18.2% | -3.7% | +21.9% | +20.5% |
| 30D | +0.2% | -8.3% | +8.6% | +2.9% |
| 3M | -16.8% | -21.4% | +4.6% | -6.9% |
| 6M | -16.5% | -12.9% | -3.5% | -12.8% |
| YTD | +0.8% | -30.1% | +30.9% | +18.7% |
| 1Y | +2.8% | -35.2% | +38.0% | +26.7% |
| 3Y | +278.5% | -0.8% | +279.3% | +259.4% |
| 5Y | +573.1% | -23.2% | +596.3% | +624.6% |
| All | +2,660.6% | +100.4% | +2,560.2% | +1,657.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling