+2,856.4%
AVGO vs VFC
-69.4%
+2,925.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -13.7% | -13.4% | -0.4% | -10.6% |
| 3M | -6.9% | -23.7% | +16.8% | -1.1% |
| 6M | +5.8% | -24.5% | +30.2% | +12.2% |
| YTD | +5.7% | -27.8% | +33.5% | +12.7% |
| 1Y | +9.0% | -13.5% | +22.5% | +9.1% |
| 3Y | +340.5% | -27.1% | +367.6% | +313.8% |
| 5Y | +711.1% | -79.0% | +790.1% | +1,097.0% |
| 10Y | +2,856.4% | -68.7% | +2,925.1% | +3,745.9% |
| All | +2,856.4% | -69.4% | +2,925.8% | +3,745.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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