+31,416.6%
AVGO vs VIG
+694.4%
+30,722.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -3.0% | -0.4% | -2.5% | -2.4% |
| 30D | -14.4% | -1.0% | -13.5% | -13.3% |
| 3M | -14.4% | +2.8% | -17.2% | -17.6% |
| 6M | +13.1% | +8.2% | +4.9% | +1.7% |
| YTD | +3.8% | +11.0% | -7.2% | -9.8% |
| 1Y | +17.8% | +16.1% | +1.6% | -3.3% |
| 3Y | +325.3% | +56.2% | +269.1% | +144.1% |
| 5Y | +689.9% | +63.0% | +626.9% | +337.6% |
| 10Y | +2,597.0% | +241.4% | +2,355.6% | +489.6% |
| All | +31,416.6% | +694.4% | +30,722.2% | +2,465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling