+2,628.7%
AVGO vs VCIT
+29.2%
+2,599.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -0.3% | -2.6% | -2.6% |
| 30D | -14.4% | -0.8% | -13.7% | -13.7% |
| 3M | -14.4% | -1.0% | -13.4% | -13.4% |
| 6M | +13.1% | -1.8% | +15.0% | +15.6% |
| YTD | +3.8% | -0.7% | +4.5% | +4.8% |
| 1Y | +17.8% | +1.0% | +16.8% | +17.1% |
| 3Y | +325.3% | +18.8% | +306.4% | +257.4% |
| 5Y | +689.9% | +3.5% | +686.5% | +651.6% |
| All | +2,628.7% | +29.2% | +2,599.5% | +2,618.2% |
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