+344.7%
AVGO vs VCLT
+12.8%
+331.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.6% |
| 30D | -13.8% | -0.6% | -13.3% | -13.5% |
| 3M | -6.9% | -2.2% | -4.7% | -5.2% |
| 6M | +11.9% | -2.9% | +14.8% | +14.7% |
| YTD | +6.9% | -2.1% | +8.9% | +8.8% |
| 1Y | +7.4% | -2.6% | +10.0% | +10.0% |
| All | +344.7% | +12.8% | +331.9% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling