+339.7%
AVGO vs VIG
+55.4%
+284.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | 0.0% |
| 7D | -0.8% | -1.2% | +0.4% | +1.5% |
| 30D | -13.7% | -2.8% | -10.9% | -8.7% |
| 3M | -6.9% | +2.5% | -9.4% | -11.9% |
| 6M | +5.8% | +8.1% | -2.3% | -10.0% |
| YTD | +5.7% | +9.6% | -3.9% | -12.6% |
| 1Y | +9.0% | +14.2% | -5.1% | -16.6% |
| All | +339.7% | +55.4% | +284.3% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling