+2,770.9%
AVGO vs VIG
+250.0%
+2,520.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.7% |
| 7D | +1.1% | -1.1% | +2.2% | +2.7% |
| 30D | -13.0% | -2.7% | -10.2% | -9.5% |
| 3M | -6.0% | +2.5% | -8.5% | -9.5% |
| 6M | +6.4% | +9.2% | -2.9% | -6.0% |
| YTD | +5.0% | +9.8% | -4.9% | -7.8% |
| 1Y | +1.4% | +12.4% | -11.0% | -13.4% |
| 3Y | +336.8% | +55.9% | +280.9% | +149.0% |
| 5Y | +698.2% | +63.9% | +634.3% | +335.4% |
| All | +2,770.9% | +250.0% | +2,520.9% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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