+750.6%
AVGO vs ROIV
+287.3%
+463.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.2% | +8.1% |
| 7D | -0.9% | +13.3% | -14.2% | -2.7% |
| 30D | -11.6% | +14.8% | -26.4% | -13.5% |
| 3M | -25.2% | +11.9% | -37.1% | -26.7% |
| 6M | -25.4% | +42.4% | -67.9% | -29.6% |
| YTD | -7.2% | +87.4% | -94.6% | -15.8% |
| 1Y | -7.9% | +97.2% | -105.1% | -17.2% |
| 3Y | +262.1% | +375.7% | -113.6% | +190.4% |
| 5Y | +525.7% | +379.0% | +146.7% | +359.7% |
| All | +750.6% | +287.3% | +463.2% | +566.7% |
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