+43.9%
AVGO vs VG
-44.6%
+88.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | +18.2% | +14.0% | +4.2% | +16.6% |
| 30D | +0.2% | -1.0% | +1.2% | +0.1% |
| 3M | -16.8% | -2.7% | -14.1% | -16.8% |
| 6M | -16.5% | +1.5% | -17.9% | -17.7% |
| YTD | +0.8% | +93.7% | -92.9% | -16.3% |
| 1Y | +2.8% | +68.5% | -65.7% | -12.3% |
| All | +43.9% | -44.6% | +88.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling