+37.6%
AVGO vs VG
-49.4%
+87.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.7% |
| 7D | 0.0% | -7.7% | +7.6% | +0.8% |
| 30D | -8.2% | -8.8% | +0.6% | -7.5% |
| 3M | -21.3% | -15.6% | -5.6% | -20.2% |
| 6M | -22.5% | +5.2% | -27.8% | -24.4% |
| YTD | -3.6% | +76.9% | -80.5% | -19.2% |
| 1Y | -6.7% | +42.5% | -49.2% | -18.3% |
| All | +37.6% | -49.4% | +87.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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