+711.1%
AVGO vs RVTY
-34.2%
+745.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -0.8% | -5.4% | +4.6% | +1.0% |
| 30D | -13.7% | +6.7% | -20.5% | -15.8% |
| 3M | -6.9% | +19.0% | -25.9% | -13.0% |
| 6M | +5.8% | +34.6% | -28.9% | -6.0% |
| YTD | +5.7% | +28.3% | -22.6% | -5.2% |
| 1Y | +9.0% | +46.0% | -37.0% | -7.1% |
| 3Y | +340.5% | +16.9% | +323.6% | +293.8% |
| 5Y | +711.1% | -32.9% | +744.0% | +829.0% |
| All | +711.1% | -34.2% | +745.3% | +829.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling