-31.6%
AVGO vs VG
-13.2%
-18.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.0% | -6.4% | -10.7% |
| 7D | -15.5% | -22.0% | +6.5% | -17.3% |
| 30D | -22.4% | -14.7% | -7.7% | -23.2% |
| 3M | -30.2% | -7.1% | -23.1% | -29.6% |
| 6M | -31.6% | -11.2% | -20.4% | -30.1% |
| All | -31.6% | -13.2% | -18.4% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling