+32.5%
AVGO vs VG
-50.2%
+82.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.4% | +8.5% |
| 7D | -0.9% | -8.3% | +7.5% | 0.0% |
| 30D | -11.6% | -10.3% | -1.3% | -10.8% |
| 3M | -25.2% | -10.8% | -14.4% | -24.6% |
| 6M | -25.4% | +3.5% | -28.9% | -27.1% |
| YTD | -7.2% | +74.0% | -81.1% | -22.1% |
| 1Y | -7.9% | +48.9% | -56.8% | -20.4% |
| All | +32.5% | -50.2% | +82.7% | +42.6% |
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