+819.1%
AVGO vs ROIV
+298.6%
+520.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.7% |
| 7D | +6.1% | +9.5% | -3.4% | +4.7% |
| 30D | -2.7% | +21.0% | -23.7% | -5.4% |
| 3M | -16.9% | +18.7% | -35.6% | -19.3% |
| 6M | -19.1% | +44.5% | -63.7% | -23.8% |
| YTD | +0.3% | +92.9% | -92.6% | -9.5% |
| 1Y | -1.2% | +100.2% | -101.4% | -11.4% |
| 3Y | +272.4% | +375.0% | -102.6% | +198.2% |
| 5Y | +579.0% | +435.2% | +143.9% | +393.9% |
| All | +819.1% | +298.6% | +520.5% | +617.4% |
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