+262.1%
AVGO vs VFC
+42.8%
+219.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.3% |
| 7D | -0.9% | +7.7% | -8.5% | -2.1% |
| 30D | -11.6% | +39.2% | -50.8% | -16.8% |
| 3M | -25.2% | +40.3% | -65.4% | -29.8% |
| 6M | -25.4% | +11.4% | -36.8% | -27.5% |
| YTD | -7.2% | +17.5% | -24.7% | -11.2% |
| 1Y | -7.9% | +45.9% | -53.8% | -15.7% |
| 3Y | +262.1% | +47.3% | +214.8% | +228.9% |
| All | +262.1% | +42.8% | +219.3% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling