+28,084.6%
AVGO vs V
+2,689.4%
+25,395.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -11.6% | +9.5% | -21.2% | -16.5% |
| 3M | -25.2% | +16.7% | -41.9% | -32.2% |
| 6M | -25.4% | +32.9% | -58.4% | -38.4% |
| YTD | -7.2% | +21.1% | -28.3% | -19.5% |
| 1Y | -7.9% | +26.6% | -34.5% | -22.5% |
| 3Y | +262.1% | +78.4% | +183.8% | +141.9% |
| 5Y | +525.7% | +105.5% | +420.2% | +278.2% |
| 10Y | +2,300.3% | +444.2% | +1,856.1% | +726.3% |
| All | +28,084.6% | +2,689.4% | +25,395.2% | +4,370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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