+278.5%
AVGO vs ROIV
+357.5%
-79.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | +18.2% | +1.7% | +16.5% | +17.4% |
| 30D | +0.2% | +17.6% | -17.4% | -5.2% |
| 3M | -16.8% | +9.0% | -25.8% | -20.0% |
| 6M | -16.5% | +35.3% | -51.7% | -26.0% |
| YTD | +0.8% | +82.2% | -81.4% | -20.7% |
| 1Y | +2.8% | +92.3% | -89.4% | -21.3% |
| 3Y | +278.5% | +336.8% | -58.2% | +102.5% |
| All | +278.5% | +357.5% | -79.0% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling