+606.7%
AVGO vs VIG
+65.2%
+541.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +25.0% | +3.1% | +21.9% | +18.9% |
| 30D | +2.0% | +5.0% | -3.1% | -6.0% |
| 3M | -12.3% | +2.7% | -14.9% | -16.0% |
| 6M | -12.8% | +11.0% | -23.8% | -26.9% |
| YTD | +5.9% | +16.0% | -10.1% | -17.5% |
| 1Y | +3.3% | +16.3% | -12.9% | -19.4% |
| 3Y | +293.1% | +66.8% | +226.3% | +80.5% |
| 5Y | +606.7% | +64.8% | +541.9% | +243.2% |
| All | +606.7% | +65.2% | +541.5% | +243.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling