+783.8%
AVGO vs ROIV
+292.3%
+491.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | 0.0% | +14.3% | -14.3% | -2.0% |
| 30D | -8.2% | +16.2% | -24.4% | -10.2% |
| 3M | -21.3% | +15.1% | -36.4% | -23.2% |
| 6M | -22.5% | +44.2% | -66.8% | -27.0% |
| YTD | -3.6% | +89.8% | -93.4% | -12.7% |
| 1Y | -6.7% | +94.6% | -101.2% | -15.9% |
| 3Y | +258.1% | +367.5% | -109.4% | +187.5% |
| 5Y | +560.9% | +421.4% | +139.5% | +382.2% |
| All | +783.8% | +292.3% | +491.5% | +591.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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