+31,416.6%
AVGO vs VFC
+35.4%
+31,381.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -3.0% | -1.6% | -1.3% | -2.5% |
| 30D | -14.4% | -11.6% | -2.8% | -11.3% |
| 3M | -14.4% | -18.1% | +3.7% | -10.1% |
| 6M | +13.1% | -27.4% | +40.5% | +22.5% |
| YTD | +3.8% | -24.8% | +28.6% | +10.4% |
| 1Y | +17.8% | -8.2% | +26.0% | +15.7% |
| 3Y | +325.3% | -29.1% | +354.4% | +296.6% |
| 5Y | +689.9% | -79.2% | +769.1% | +1,098.8% |
| 10Y | +2,597.0% | -68.1% | +2,665.1% | +2,945.8% |
| All | +31,416.6% | +35.4% | +31,381.2% | +15,803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling