+681.9%
AVGO vs ROIV
+270.3%
+411.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | -0.2% |
| 7D | -9.9% | +5.3% | -15.3% | -10.6% |
| 30D | -22.0% | +11.9% | -33.9% | -23.3% |
| 3M | -30.0% | +10.7% | -40.7% | -31.3% |
| 6M | -30.7% | +34.9% | -65.6% | -34.1% |
| YTD | -14.7% | +79.2% | -93.8% | -22.1% |
| 1Y | -16.8% | +89.0% | -105.8% | -24.7% |
| 3Y | +244.4% | +337.3% | -92.9% | +179.0% |
| 5Y | +474.0% | +402.3% | +71.7% | +321.8% |
| All | +681.9% | +270.3% | +411.6% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling