+879.4%
AVGO vs ROIV
+295.0%
+584.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +18.8% | -15.8% | +0.2% |
| 7D | -0.3% | +20.2% | -20.5% | -3.2% |
| 30D | -13.8% | +14.1% | -28.0% | -15.7% |
| 3M | -6.9% | +45.6% | -52.5% | -12.1% |
| 6M | +11.9% | +44.1% | -32.2% | +5.6% |
| YTD | +6.9% | +91.2% | -84.3% | -3.3% |
| 1Y | +7.4% | +221.3% | -213.9% | -9.7% |
| 3Y | +345.6% | +229.2% | +116.4% | +267.9% |
| 5Y | +718.9% | +316.5% | +402.4% | +521.4% |
| All | +879.4% | +295.0% | +584.4% | +666.2% |
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