+2,300.3%
AVGO vs VCIT
+30.2%
+2,270.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.7% |
| 30D | -11.6% | +1.8% | -13.4% | -13.4% |
| 3M | -25.2% | -1.1% | -24.1% | -24.3% |
| 6M | -25.4% | -1.7% | -23.8% | -24.1% |
| YTD | -7.2% | -1.1% | -6.0% | -5.9% |
| 1Y | -7.9% | -0.4% | -7.5% | -7.3% |
| 3Y | +262.1% | +20.5% | +241.6% | +200.4% |
| 5Y | +525.7% | +3.8% | +521.9% | +493.2% |
| 10Y | +2,300.3% | +31.2% | +2,269.1% | +2,331.2% |
| All | +2,300.3% | +30.2% | +2,270.1% | +2,331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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