+2,761.7%
AVGO vs VCLT
+17.0%
+2,744.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.8% |
| 30D | -13.3% | -1.1% | -12.2% | -12.7% |
| 3M | -2.9% | -3.7% | +0.8% | -0.7% |
| 6M | +5.7% | -4.0% | +9.7% | +8.5% |
| YTD | +4.6% | -3.4% | +8.0% | +7.0% |
| 1Y | -1.6% | -4.1% | +2.5% | +1.1% |
| 3Y | +336.2% | +11.0% | +325.2% | +312.3% |
| 5Y | +695.6% | -17.0% | +712.6% | +763.9% |
| All | +2,761.7% | +17.0% | +2,744.7% | +2,705.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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