+32,508.5%
AVGO vs VCLT
+98.6%
+32,409.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.6% |
| 7D | +18.2% | -2.3% | +20.4% | +18.9% |
| 30D | +0.2% | +0.8% | -0.5% | -0.1% |
| 3M | -16.8% | -2.7% | -14.1% | -16.2% |
| 6M | -16.5% | -4.3% | -12.2% | -15.4% |
| YTD | +0.8% | -4.3% | +5.1% | +2.1% |
| 1Y | +2.8% | -4.4% | +7.2% | +4.2% |
| 3Y | +278.5% | +13.8% | +264.8% | +269.1% |
| 5Y | +573.1% | -17.0% | +590.0% | +574.8% |
| 10Y | +2,598.7% | +20.9% | +2,577.7% | +2,851.6% |
| All | +32,508.5% | +98.6% | +32,409.9% | +43,613.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling