+718.9%
AVGO vs VFC
-78.3%
+797.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -13.8% | -11.9% | -1.9% | -11.6% |
| 3M | -6.9% | -20.2% | +13.2% | -3.2% |
| 6M | +11.9% | -23.0% | +34.9% | +16.9% |
| YTD | +6.9% | -26.2% | +33.1% | +12.0% |
| 1Y | +7.4% | -13.3% | +20.7% | +7.6% |
| 3Y | +345.6% | -25.5% | +371.0% | +332.1% |
| 5Y | +718.9% | -78.1% | +797.0% | +1,157.1% |
| All | +718.9% | -78.3% | +797.2% | +1,157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling