+297.5%
AVGO vs VIG
+67.2%
+230.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +25.0% | +3.1% | +21.9% | +17.7% |
| 30D | +2.0% | +5.0% | -3.1% | -7.6% |
| 3M | -12.3% | +2.7% | -14.9% | -16.7% |
| 6M | -12.8% | +11.0% | -23.8% | -29.7% |
| YTD | +5.9% | +16.0% | -10.1% | -22.1% |
| 1Y | +3.3% | +16.3% | -12.9% | -24.0% |
| All | +297.5% | +67.2% | +230.3% | +31.1% |
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 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